You (and most of the rest of the world with you) needs to distinguish between L2 and L3 MTU (not saying that you don't, just that you need to). L2 MTU is the Ethernet FRAME size. This can normally be as large as the switch allows. It tells the switch how big Ethernet FRAMES to allow on the receive side of things (and transmit). This is normally referred to as jumbo frames. You can enable jumbo frames on all switches with very little risk of messing something up.
It is the endpoints and/or routers that determine the L3 MTU. This is the IP PACKET size. I emphasize the difference between frame and packet as they are commonly confused for each other. Of course, the L2 MTU can differ if using another medium, like ATM, wireless of different kinds and so on, but I assume Ethernet here.
If the Ethernet frame L2 MTU is set to 1514 bytes, you can fit a 1500 byte IP packet in there if you don't have VLAN tags (1518 if you have one tag).
It is when you start using a higher L3/IP MTU larger than 1500 that things can go wrong. If you want to use larger packet sizes for increased throughput locally and still use 1500 bytes for Internet bound traffic, your (or your ISPs) border router needs to fragment outbound packets for you. That is not an issue for most modern routers, but you might need to tell the router to do so. Packets from the Internet will never have an L3 MTU of more than 1500 so reassembly will almost never occur (well, the national university interconnects may be a different story).
The performance gain may vary from a few percent, which is the overhead in terms of Inter Frame Gap, preable, Ethernet and IP headers and so on being cut, but application wise, I've seen tests with 110 % performance gain, but also 5 % performance loss when using a 9000 byte L3 MTU. Firewalls tend to like big packets to process, so perfformance in an SRX may increase a lot if enabling a higher IP MTU throughout your network.