It is difficult to answer the question without knowing more about your current workflow. For example, what tools are you using? When geoprocessing tools are called via Python, e.g., calling arcpy.analysis.Intersect, the natively compiled ArcGIS code is being called. Whether that native code is being called from Python or some other code makes little difference on the execution performance of that compiled code. If you are doing a lot of processing with Python code itself, then switching to C# might make a difference. It all sort of depends on what your workflows are.
