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Note you can specify multiple collision geometries per link since introduction of this feature about a year ago or so and most tools (rviz, gazebo, moveit to name a few) support this. This way, you can get rid of most fixed frames. I'm actually not sure if this also works for visual geoms. In most cases, a few fixed frames won't hurt performance too badly though. What is more important for many applications (motion planning, simulation) is that you have simplified collision geometries for your model (low poly meshes or primitive based).

A example of the use of multiple collision geoms per link is https://bitbucket.org/osrf/drcsim/src/39750ee2616fcb872e78cbe417ef54f5a79cfd01/atlas_description/urdf/atlas_v4_simple_shapes.urdf?at=default