In some traditional SAN/NAS storage, the performance (specifically write I/O) can be impacted due to the additional write penalty of zeroing a block before writing the I/O,
However, in most modern storage solutions, Thin Provisioning has minimal performance loss compared to Thick Provisioned, and has many operational advantages including more space efficiency.
For Fault Tolerant and some Clustering solutions, EagerZeroThick VMDKs are required.
Overall, I generally recommend thin provisioning and most new storage solution recommend it.