You are probably refering to the increasing load average with more zones. I've seen load averages over 10 with lots of static zones. This comes from the implementation of EQemu and you do not need to worry about this as long as the CPU utilization is low.
See here for the gory details:
http://www.teamquest.com/resources/g...ay/5/index.htm
"The sum of the number of processes waiting in the run-queue plus the number currently executing"
And yes, get the -pg flag out of the makefiles and with halfway decent hardware you probably will never be CPU bound on an EMU server. Compared to this the right -O and -march= flags are just icing on the cake.