My understanding is that with colder plugs you can add a little bit more timing and pick up a couple of ponies. At least, that's what I've heard from some tune writers. FWIW.
Personally, I would not recommend changing out to colder plugs unless your tune writer recommends it with the tune you're running.
I agree with the Horseman. You won't loose any power unless they carbon up and mis fire. I wouldn't use colder plugs unless you add some kind of power adder that calls for a colder plug.