From Wordpress Codex (although related to the same function in WPMU and not WP3.0+):
This switch is to be used for internal and admin area functions. It's too expensive a query to run on the front end.
in the new page for the same function in WP3+ there's no such mention.
So, is it a normal or a bad practice to use switch_to_blog in themes?
I have a multisite setup with 4 blogs and would like to use this function often to pull content from one to another.