I currently use socket on all 3 hubs, but I have one hub that only needs to share 2-3 devices so will likely switch it to HTTP instead. HTTP is just as fast.
I'm actually testing an issue right now that seems to kill the hub when using hubconnect via socket method due to a different integration - MQTT - making such a high volume of events that the other hub can't process them fast enough.
If I implement the hubconnect proxy server (when it is released) then I'll probably do all of them that way instead of having some socket/proxy connected and some HTTP connected.
I like the idea of an external proxy processing/filtering the events and then sending only relevant events, as the machines I would run externally are MUCH faster than the hubitat hardware. So it should reduce hub loading overall pretty substantially.
Steve's post here illustrates that nicely: