speed of server side languages

I am new to PostgreSQL and I'm looking to port a MSSQL database. I am
currently working on the stored procedures, and I'm trying to
understand when and why I should choose SQL vs. PL/pgSQL vs. all the
others, as far as performance goes.

Is there a document that addresses when to use what, if compatibility
is not an issue? I would probably be rewriting the gist of the stored
procedures, instead of trying to port them line by line, so I don't
care how different it is from T/SQL.

My searches turned up nothing yet... I've seen the question asked a
few times, but google ate the replies (if any).