There are people that claim to see performance differences: old mailing list thread. But I couldn't find any of them to be confirmed.
The main thing is to look at what kind of quotes (double or single) you are using inside your string. It helps to keep the number of escapes low. For instance, when you are working with HTML content inside your strings, it is easier to use single quotes so that you don't have to escape all double quotes around the attributes.