I faced the same dilemma. I made a DW (Constellation schema) with 3 fact tables, Road Accidents, Vehicles in Accidents and Casualties in Accidents. Data includes all accidents recorded in UK from 1979 to 2012, and 60 dimension tables. All together, about 20 million records.
+----------+ +---------+
| Accident |>--------<| Vehicle |
+-----v----+ 1 * +----v----+
1| |1
| +----------+ |
+---<| Casualty |>---+
* +----------+ *
RDMS: MySQL 5.6
Natively the Accident index is a varchar(numbers and letters), with 15 digits. I tried not to have surrogate keys, once the accident indexes would never change. In a i7(8 cores) computer, the DW became too slow to query after 12 million records of load depending of the dimensions. After a lot of re-work and adding bigint surrogate keys I got a average 20% speed performance boost. Yet to low performance gain, but valid try. Im working in MySQL tuning and clustering.