Personally, using xfce components kind of defeats the whole point of CrunchBang. Xfce is nice for regular desktop computer, where you have power to spare. I like Crunch because it is light, and has the features I Need. I will admit, for people kind of new to linux, it might be confusing to not has a desktop. I doesn't really bother me, especially since Crunch makes use of the windows key for common programs (awesome idea by the way, thumbs up). Crunch fits my older laptop very well, and with netbooks getting popular, I think crunch will have it's own little nitch for a while. Lets not "fix" something that works. If you want xfce, there are a variety of distros out there that are ready to use, xubuntu being the main one. I believe Mint has an xfce version, and of course debian.
As for performance issues between the two, I've seen xfce distros use about 50-60 meg more memory vs Openbox, sometimes more. For example, xubuntu takes about 190meg on a clean boot. Crunch takes about 85 meg on clean boot. Now ubuntu is a bit bloated, Debian xfce takes about 150 meg. I forget what Debian openbox/lxde takes, seems like it's about a 130 meg. The more stuff you have in memory, generally the more cpu gets used to maintain it, even though you might not see a real difference idle.