BTCGuild = 3% Fee (Thats ALOT when it comes to bigger BTC amounts)
Eligius = due to some problems i seem to get there around 2% less than ghash.io
So it DOES matter where you mine.
I get just under 4% less 'hashrate' at GHASH than BTCGuild which would counteract the 'fee', there are also (unconfirmed) missed payments - never quite managed to corroborate it, but certainly the ppol has found more blocks than the 'popup' message has notified me that i've received payment for the block
YMMV, but personally I only allow the traded ghs from cex to mine at ghash.
I also get ~4% less hashrate at Eligius than I do a BtcGuild, but some people are blinded by 0% pool fees. They may actually be losing out in the long run.