We have ~1,000 laptops that run SSEP and have VMWare images that run on them. The Virtual machines are linux, and do not run any kind of AV or firewall. I do hear complaints of the SMC service crashing once in a blue moon on some of the laptops, but nothing that matches what you are describing.
I have also used VMWare and MS Virtual PC images on a host running SSEP, also with the Virtual Machines running SSEP, without any consistent issues.
I have heard complaints of VMWare images/machines running slow while SSEP was installed, but I have never witnessed it personally...