For what concerns the Server, there are no performance differences related with the way different items are supplied.
By resuming, there are 3 ways to do this.

0. Different Adapter Sets for different sites.
1. Different Data Adapters for different sites, belonging to a common Adapter Set.
2. Different items for different sites, all of them supplied by the same Data Adapter.

You could choose based on your convenience. For instance, as you use Remote .NET Data Adapters, using multiple Data Adapters allows you to place different Remote Servers on different hosts.

Just consider that option 1 has a limitation in authorization management.
In fact, the specific Data Adapter to which the items are requested is not notified to the Metadata Adapter. This is because the multiple Data Adapter feature was introduced recently and we preferred not to extensively modify the Metadata Adapter interface. As a consequence, you cannot prevent a client from one site from asking items from a different site, unless you differentiate the item names too (which would make option 1 similar to option 2).