Is multi desktop more resource expensive? I want to understand if connecting a second or third monitor to my MBP means exactly the OS to draw 3x output and stuff, so it is at least 30% more under stress.
YES ! it is , but not sure about 30%, it would not be a linear function, since generating a picture is one task, distributing is another, and it will depend on your monitors demand.

There is great new feature in Mavericks - Activity Monitor that could help you.

It is called the Energy.

So just connect one monitor at the time and observe it.

It shows energy consumption which can be used to interpolate the load to the CPU/GPU.