Enabling the Save File Class option in the ColdFusion MX 6.1 administrator would seem like a bright idea, as ColdFusion will not have to recompile your applications with every restart. However, as Brandon Purcell explains, it all depends upon the number of CFM templates and class files you have. The blog entry below is a must read.
Should I enable the Save Class Files Option in the ColdFusion MX 6.1 Administrator (bpurcell.org, June 16, 2004)