We've faced a performance issue recently: bulk insert operation works slow in sharded environment:
Average speed of single insert: 2.7ms, bulk insert of 500 records: 3418.8ms, it looks like that average speed of single insert in 2.5 times slower in case of bulk. Initially we thought that it's an issue in our source code, but investigation confirmed that's mongos issue, another developers have the same problem: http://cfc.kizzx2.com/index.php/slow-batch-insert-with-mongodb-sharding-and-how-i-debugged-it/
It's very strange that operation of bulk insert wasn't optimized for this case.