Autocomplete on a huge database - Performance issues?

Hi all.

I am working on a movies database site.
I am thinking of using the Finder module for letting users find movies.
the module provides an autocomplete textbox for this.

My question is, is it advisable to use autocomplete here, when I'll have a huge list of movies (1000s of nodes)?
It surely improves usability, but what would be the repercussions on the database performance. Every time the user pauses while typing, an AJAX request will be sent to the DB.