This article may help you along the way: http://drewww.github.io/socket.io-benchmarking/
I wondered the same question, so I ended up writing a small test (using XHR-polling) to see when the connections started to fail (or fall behind). I found (in my case) that the sockets started acting up at around 1400-1800 concurrent connections.
This is a short gist I made, similar to the test I used: https://gist.github.com/jmyrland/5535279