Is making a feature of literally everything available actually a smart thing to do? I love features for all the benefits they have, especially for performance.

It now seems like a logical step forward to make a feature out of everything available on the "create feature" page on a launch site and enable it (of course so that it doesn't interfere with other features, but you get my point).

Does that seem like a smart idea? I don't see anything problematic with this if I assume I won't change anything on the site for the next couple of days and it's frequented by many visitors.

If you have any best practices to share, I'd be glad as well.
Yes.

Combined with placing your Feature module(s) in version control and carefully reviewing the diffs, this is a good way to keep track of administrative changes to the sites you maintain.  I do this on most sites I maintain.

However:


If you're using Strongarm, you shouldn't export literally everything.  Some system variables are caches, and will change frequently; exporting these caches to a Feature module will just cause the Feature to appear overridden all the time, without providing any maintenance value.  Over on this answer I provided a list of variables to exclude.
I wouldn't expect Features to increase performance, though.  I elaborated on that over here.