This is a time-honored question for anyone starting a new project. The problem is that it's extremely subjective.
Before I start into it, my initial recommendation to you would be Code Igniter. I say this because you mention that you've never used a framework before, and performance is important to you. As a warning, I've never used CodeIgniter myself, but I've browsed the source and even copied techniques from it before. It's clean, simple, and popular.
So again, this is an extremely subjective topic. You might want to sit back and imagine the future of this project for a few minutes before you jump right in to a framework based on a recommendation from someone here who won't have all the project details. What's the developer scope? Are there ever going to be lots and lots of developers on the project? You might be faced with a decision sometime whereby you have a developer who doesn't know CodeIgniter, but might know Zend Framework, in which case you've got a ramp-up time to put that developer to work. Code Igniter is gaining popularity, but Zend is probably the corporate front-runner due to name recognition (note: my opinion, could be wrong).
How robust do you want this application to be? Will it ever be used in a non-web way, such as mobile or xml output? You might need a more robust View layer for these things, in which case Code Igniter might not be your best choice.
How stand-alone is this app? You mentioned you need to integrate some other technologies. Simple frameworks tend to not have a lot of this sort of thing. Again with Zend, you might find it's got some integrated plugins you can load up very easily.
There's dozens of things to consider when choosing a framework, and I'd definitely urge you to think about future potential of the application to come up with things that might be important.