Dynamic fonts are pretty terrible in the current version of Unity, and I don't advise using them. There are too many issues with them that are a result of bugs or limitations in Unity that I have no control over. And yes, their performance is quite a bit slower than NGUI's fonts as well. I'm not aware of any way to see what memory Unity is using for fonts.
Your best bet is to disable "keep crisp" option on all labels, and to use a consistent font size on as many of them as you can. Meaning pick some sizes that you will be using -- size 20, 24 and 32 for example, and stick to those.