I have had a few people ask me if I have gotten any grief from GMs for this...The answer is no I have not had any problems so far...but if you do a project like this let me recommend a few things...
1) Do it only in remote locations. Heavily populated areas like Ice Island and Luna can get a little laggy with so many houses/castles in one place, and if somebody runs by and lags, the first thing they will blame it on is your design. (Now after having done this design, and having lived in my castle for a few years prior to doing this project, I dont believe it causes any extra lag. Castles can be a bit laggy to begin with because there is so much space, and they allow for so many items. Now and then I will lag for the first minute or so while everything is loading, but once every item in the castle has loaded, I can run laps around my garden without missing a step... and I play off a laptop that is too old to run KR, and uses wireless internet.) In the options on your paperdoll you can also adjust how many houses your client will cache. If you lower this to 1... it seems to help out a LOT. I think some peolpe unintentionally run around with it set to somewhere between 300 and 1,000, and then they wonder why it lags so bad when they enter houses or shop in populated areas.
2) Keep your house set to private. I know we all love to show off our hard work, but there are a couple of reasons for doing this. First it will prevent the casual passerby from seeing your design, getting a case of the "Its not fair that they have that and I dont even though they put in the work and I didnt" bug, and paging a GM on you just to be a jerk. Second, it prevents all the art and lockdowns from displaying/loading for anybody who is casually passing by. This, to me, is more of a courtesy to other players. I am more then happy to show my castle off to anybody who wants to see it, but by keeping it set to private, I dont cause any extra lag for anybody who is not there specifically to see it.
3) Dont do more then 1 floor. It may be tempting, but keep it to one. The reason for this is simple... dont abuse what we have been given and it will not be taken away. There has been one case where a player tried to make a "Skyscraper", and eventually had his work torn down by a GM. Now my information on this matter is second hand at best, but from what I understand it was done in Luna, it was public, and he made as many levels as he could. While I dont think the player was being intentionally inconsiderate or abusing the system, and even though this is technically not illegal, if you have enough people page on you saying that they lag around your house, and your in a heavily populated and visited are like Luna, well then your kind of at the mercy of the GMs.(I stated in #1 that I dont feel this design has created much extra lag, but if you double or triple it, it is VERY likely you will start to notice a difference.) Gozas were designed to give us a way to customize our floors. If you keep it to one floor only, its the exact same as if you had simply "recarpeted" one level of your castle. I dont think the devs or the GMs are out to get anybody, and I think that they actually appreciate artistic design and ingenuity. But there is a difference between art and abuse. I think the Devs and the GMs are more likely to respect your design if you're responsible about it and show restraint, instead of being irresponsible and seeing how much you can "get away with". Trust me, after you do the amount of work it takes to make one level, the last thing your gonna want to do is risk it all just to push the envelope.
In closing, please realize that I am not speaking for the Devs or the GMs. This is all just my view or opinion on the matter. But from my experience in life and in game... if your responsible, considerate of those around you, and dont try to abuse the system, you should be ok.
***I will be adding this to my original post for those who have yet to read or see it***