Thanks to David Lang, I have been able to gather some performance data on rsyslog. More importantly, I have been able to improve rsyslog's performance dramatically while working with David. He does not only dispense good advise, he has also a great test environment which I lack. If you would like to see how things evolve, be sure to follow this (lengthy ;) thread: http://kb.monitorware.com/rsyslog-performance-t8691.html.
But you are probably interested in actual numbers. The current v3-stable (3.18.x) manages to process around 22.000 messages per second (mps) with DNS name resolution turned on and about double that value without. That's not bad, but obviously there is room for improvement.
Thanks to our combined effort, we have reached a state where we can process more than 100,000 mps and there is an experimental version (applying some lock-free algorithms) that goes well beyond 200,000 mps. I am not yet sure if we will pursue the lock-free algorithm. There are ample of additional ideas available and I am quite positive we can push the limit even further.
All numbers were tested with a minimal configuration (one udp input, one file output) on a capable multi-core machine. The numbers above are for sustained traffic rates. More messages can be accepted (and buffered) during bursts.