Suppost you put this DataSource in more than 10 Pages, It will affect performance and the data does not change between pages.
This should not affect performance but rather the memory usage.
Anyway, I assume you are using these dataSources for LookUps (data which rarely changes), right?
i.e. you are using them for read-only purposes.
I'd rather not use DataSources in this situation, I suggest you load these lookups into Application variables on Application_Starts, so you have one memory location for each lookUp, then you can load the Data Controls from the Appplication variables.
You can also use AJAX-WebMethods to load controls asynchronously.