A few years ago I worked on SolidWorks 2001 and ProE 2001 at the same time, converting an assembly that I had done in SW as a trial-run into ProE (we picked Pro).
One thing that I noticed was that, running on the same hardware, ProE had a definite performance advantage as more and more parts were brought into session. This was by no means as large an assy as yours will be - it had perhaps 200 components. Even just spinning the model in Pro was 2 or 3 times faster. Regen of the assembly drawing was also an order of magnitude faster.
While these are certainly not scientific or quantified observations, I distinctly remember being taken aback at how the two different systems handled complex assemblies.
Of course these observations are now ancient history. But SW is still wedded to the Parasolids kernel so I don't see how they are really able to gain any significant performance increase without a drastic rewrite, which would likely make migration of older parts problematic. Also, SW was aware of the problem - witness their introduction of 'lightweight' parts at about that time, whose functionality was specifically to address SW's shortcomings in that area.
Another consideration is downstream processes. Do you manufacture your
1000 item assemblies or farm them out? If you do them yourself you are going to need a lot of third-party applications, such as CAM. This is where ProE really shines (so does UG NX2, by the way). We're an OEM and generate all of our NC code directly from the original model, which virtually guarantees accuracy and makes engineering change and revision control part and parcel of toolpath creation (if you're using PDM such as Windchill or Intralink). Once you start creating IGES files of your parts or bring them outside of your PDM system to do manufacturing, you break that relationship between design and the shop floor.
I think that if you do kind of one-off designs that have no lifecycle to maintain, then Solidworks or Solid Edge are fine products for you - affordable, easy to learn, lots of third-party apps, slick in execution. If, however, you 'own' your designs and are responsible for turning them into reality and supporting them for years, a full-featured system (ProE, NX2, Catia) is going to serve you much better in the long term. SW or SE will look good for the first 6 or 12 months, but you will only start to see the real shortcomings of so-called 'mainstream' CAD when you've already started burying yourself.