The only thing to worry about is table size.
Basically, your tradeoff is between:
- Reading the whole table/result into a single resultset, saving round-trips to the database
- or making multiple bite-sized visits to the DB, one per page
If your application means users don't often get past the first page or two, then you're storing big wodges of data unnecessarily. OTOH if your users tend to visit all the pages, and there are many (and each page visit doesn't launch a new page request/resultset, i.e. you're using dynamic pagination or some semi-persistent server-side memory container), then keeping the resultset in one place is fine, particularly if it's cached between multiple users.
However, unless you've built that into your architecture, you're probably better off using something like
...LIMIT 10,10
...LIMIT 20,10
etc. in your query though, and suffering the multiple DB hits to avoid having to read more data than you're going to need, and storing it unnecessarily.