Ya, don't anti-ice on the ground, especially your pitot tube, or you might have to get one replaced

. It can depend on your aircraft though. I would say though, that most electrical types of anti-ice/de-ice systems should probably be kept off on the ground (due to inadequet cooling) unless just breaking off some chunks of ice that built up over night (in a real life situation, you can do it for kicks in flight sim

). Pneumatic de-ice systems aernt that big of an issue, such as your deicer boots, they basically just inflate, break the chunks off, and deflate.
De-ice can affect engine performance depending on the type. If its electrical, it won't really. Pneumatics, maybe. Some jet aircraft utilize engine bleed air, which definately robs the efficiency!