Short answer:
If this code is functionally correct for your project and you haven't proved it to be a problem with a profiler then don't change it. Continue to use a functionally correct solution until you prove it to be slow.
Long answer:
How fast or slow this particular piece of code is depends on a lot of factors. Many of which will depend on the specific machine you are running on (for instance hard drive speed). Looking at code that involves the file system and nothing else, it's very difficult to say "x is faster than y" with any degree of certainty.
In this case, I can only really comment on one thing. The return type of this method is an array of FileInfo values. Arrays require contiguous memory and very large arrays can cause fragmentation issues in your heap. If you have extremely large directories that you are reading it could lead to heap fragmentiation and indirectly performance issues.
If that turns out to be a problem then you can PInvoke into FindFirstFile / FindNextFile and get them one at a time. The result will be likely functionally slower in CPU cycles but will have less memory pressure.
But I must stress that you should prove these are problems before you fix them.