As the saying goes: if you don't know if you need something or not, you probably don't need it. :)
I have been using .NET (and LINQ) for many years on a daily basis, and I've yet to run into performance problems that can't be fixed by either rewriting the LINQ statement or do some other quick workarounds.
But will I try out ZLinq? Sure, but I won't create anything that depends on it.