Transferring from Serial to RF communication
"Serial communication" and "RF" are very broad terms - there are many different protocols and speeds that are used.
RF just means something happens wirelessly using radio transmission - this should be completely transparent to the microcontroller, so it still depends on the protocol and speeds involved. So the "stress" (I assume you mean processor utilisation) will be the same either way.

For instance, you can buy a serial to bluetooth module that "looks like" a UART to a microcontroller, even though the data is actually sent using the BT protocol internally. At the "other side" (the receiving module) the data is output in UART fashion, so all the internal stuff is hidden, and you just have to worry about normal UART issues.  

Even with a simple transparent link (no protocol, just transmission of levels), the Rx module just outputs exactly what the Tx input logic level is at, so it's effectively as if there was a wire connecting the two pins.

Depepnding on exactly what type of RF module you use, there may be some setting up and monitoring required, but that's not exclusive to RF. 

EDIT - here are a couple of examples of the BT-UART modules:

Version with header

SMD Version - this is one I purchased (picture below), and am currently using in a prototype (running at 115200) with no problems. It is an HC-05 (useful to know when looking for datasheets) 



As you can see, these modules have an onboard antenna, so all that is needed is power and signal connections.