IME, it's been a case of fit & forget with them. I have two shimano hub dynamos. A DH-3N80 on my touring bike, which is now on it's third rim (and north of 10000 miles) with no faults. The second is a nutted DH-3N30 on my winter commuter which is heavier and possibly has a tiny bit of noticeable drag, but again has just been fit and forget. Both of them power versions of B&M Cyo lights.
I've also recently added a cheap AXA slim rear light to the winter bike, which also works absolutely fine.
I do have battery lights, but I find I'm often anxious about the remaining run time on them, whereas I don't need to worry about the bikes with dynamos fitted.