Global sources are always-on, and always using up system resources. Good for things like webcams which can 'freeze' the transition between scenes while OBS waits for the device to 'wake' and start sending data. Having a bunch of game/window captures in there will be a constant drain on the system though, so don't do it.
Jim has verified that in recent versions of OBS, non-enabled (checked) non-global layers in a scene do not have an impact on the performance of a given scene. So having a 'Main Game' scene with all of your games added (but disabled, other than the one you're actively playing) will be the fastest way to go. This is what I do, and it works great.
Also, it can be a good idea to have a 'fullscreen' scene as well (turn off your cam and chat overlay if enabled) just by copying the scene and removing those sources from it... handy for getting yourself out of the way quickly (hotkeyed) for cutscenes, emergency off-cam moments and such until (if) layer/global source hotkeying is added (feature request already open, but no response yet on that).