You'll get better performance if your VM uses memory that is local (same NUMA node) to the CPU that it is scheduled on. Using CPU affinity can cause problems because the NUMA node may not have enough memory left or the affinity you set might cause remote memory access.
You can also set NUMA node affinity to prevent it from accessing remote memory, but this adds another layer of management and complexity to the design. Also the ability to use local memory depends on how many vCPUs and RAM the VM has along with the configuration (CPU/RAM) of the ESXi host itself. So it's hard to say how well you can make this work without more information.
Short version - again you can probably overcome this but it will add extra complexity and reduce the flexibility of the ESX host in general. I would do some testing on this first to see how performance is affected before making these changes to all of your VMs. And explore all other options for optimizing performance before going down the road of setting affinity.
Oh, and one more thing - welcome to the forums!
Matt
http://www.thelowercasew.com