That is one question on my mind: Do large pools have any luck advantage because as they generate blocks they have a head start on the next block due to propagation delays? The advantage might be small, but if it's cumulative it could be a problem.
Also a larger pool might have a lower percentage of rejected blocks, it's small but there.
As for fees, neither eclipse or eligius charge fees, however I always seem to have 3% in my "shelved shares", and Eclipse's luck always seems to hover around 47-48%. Actually that might mean a 4-6% less payout, correct?
It is my understanding that if you leave this pool eventually you will still get your 3% or whatever shelved shares. I thought I saw that posted by someone on Reddit the other day. Someone please correct me if I am wrong. I'd be interested in knowing, just in case I decide to leave for a better pool.....oh wait...Eligius is the best. Never mind. :-)
I hadn't thought of it but I guess having a head start on the next block in larger pools can help, but Eligius is consistently pool #2 or #3. I wonder how much difference it would make over time compared to #1.
In regards to luck however, no matter what pool, my hunch is that over time it balances out across the entire Bitcoin network. Sort of like Vegas. Whether you are having a bad streak, or a lucky streak, the house odds are going to be the same over time.