My opinion: yes, this is wise. LWP is a very popular Perl module, and HTTP::GHTTP is very rarely used, but the performance gains from HTTP::GHTTP are significant in terms of processor and memory use - see the module's documentation for details.

Of course, if you take this approach, your code will have to support two modules, which might be too much effort. So, why not just support one module and expect users to install it from CPAN? Well, HTTP::GHTTP requires Gnome's libghttp, which many machines will not have. I don't know, but I wouldn't be surprised if this isn't available or is hard to install for Windows. If people are going to have trouble installing HTTP::GHTTP then it's worth supporting LWP.

Update: ajt tells me that HTTP::GHTTP installs very easily under Windows - cool!