@HatchedThatch,

In general changing DNS servers is a relatively lightweight change for your network, it is not uncommon for people to change their DNS servers often. OpenDNS essentially is just another server that you will be connecting to translate web addresses into IP addresses. In fact, we have seen many users experience jumps in speed just from changing DNS servers away from the address provided by their ISP. 

After changing the DNS settings it is always recommended to reboot the network so that any connections that were left open will be closed and redirected to the new server. I have heard positive things about OpenDNS,  however, the actual performance of your network when connected to OpenDNS can be highly limited by environmental factors, such as the distance from your home to the closest OpenDNS server.