Welcome to the world of Unbounce! It’s awesome to hear you’re going to take the plunge. The first time I started using Unbounce, I was also working at an agency. Haven’t looked back since. You won’t regret it.
As for your question, it really depends on the pages you build. I have found that Unbounce pages can be extremely fast, as long as they are built with best practices in mind. If you try loading them up with 20+ scripts and super large images, well yeah, it’s going to slow down. But the same can be said for WordPress. It’s all about how you use the tools.
What I love about the WordPress integration is that you can have your domain match from your WordPress site to your Unbounce pages. No need for a subdomain. It’s really the main advantage to the WordPress integration. Other than that, your Unbounce pages and your WordPress pages are in separate worlds.
What I find to be helpful when using Unbounce and WordPress together is to try to match the look and feel of your WordPress theme as much as possible, but to strip out all of the unnecessary stuff that would hurt conversions. In other words, try to match your header design, but strip out the navigation. Try to match your font styles, but maybe take out the sidebar content if you have a 2-collumn site.
What Unbounce allows you to do is deliver an experience to visitors that is very similar in design to your main (WordPress) site, but much more focused and optimized for conversions.
To give a quick example of this, my main site uses WordPress. It can be seen here. And then for conversion-focused landing pages I use Unbounce (via the WordPress integration). A sample page can be seen here. Hope that gives you an idea. But of course, you’re only limited by your imagination as to how much you can customize your own pages.
Let us know how everything goes as you continue to explore the product.