I find what Stencyl can handle on the desktop platform to be pretty impressive. I have multiple full-screen shaders running, many parallaxing layers (some with semi-transparency), many actors, a fairly robust platformer engine with multiple collision shapes for the MC, particle effects, trig functions (only a few, though) and when the game is exported, I get a solid 60 fps in Windows mode on my i5 laptop with integrated graphics (no separate graphics card). I was in the same position as you a while ago. I thought it was going to be a Flash game and then I realized I wanted to make it so much more than that. It now is, and Stencyl's engine seems to handle all of it. (Just bear in mind that only a few blend modes work in desktop -- I forget which ones, but Stencylpedia can tell you.) Also, certain actor effects are poorer performing, such as "adjust brightness/make negative/sepia" (though "tint" seems to work well.)
As a direct performance comparison, I get about 2 fps in Flash on the same i5 machine with the current version of my game.
(and that's 2 fps *without* the shaders, since Flash doesn't support them anyway.)