Active D-Lighting

Active D-Lighting isn't necessary at all. It works by doing two things: slightly underexposing (by 1/3 to 2/3 stop) and applying some adjustments to raise the shadows back up

• It isn't needed if you shoot RAW as you can underexpose and raise the shadows in post
• It is only relevant if you are shooting high dynamic range scenes with bright highlights and dark shadows - you get slightly improved highlights at the expense of noisier shadows
• It slows down JPG processing slightly. You would only notice this if firing at a high burst rate
• I suppose it has a very small affect on the battery, but I would expect this is almost negligible

You can achieve the same thing by underexposing high-dynamic range scenes by 1/3 or 2/3 of a stop, then in post-processing, lift the shadows a bit.

You also mention NR. There are two settings on most Nikon cameras. One for High ISO noise reduction and the other for Long Exposure noise reduction.

Long exposure noise reduction

• worth using if you are taking long (20-30 second) exposures of night time scenes or astrophotography.
• significantly lengthens the processing time (doubles it in fact, by shooting a second "dark frame" and then subtracting out hot pixels).
• you can avoid using this feature if you shoot "dark frames" manually and apply them later in software. Otherwise, using long exposure NR in-camera has definite benefits
• It affects RAW images
• doubling the processing time will affect the battery usage

High ISO noise reduction

• will reduce noise at the expense of losing some small detail.
• You can turn this on in-camera, or you can use noise-reduction in post processing.
• There is probably a negligible affect on JPG processing.
• It does not affect RAW.

For a discussion about whether it's better to do in-camera or post: Is in-camera high-ISO noise reduction worthwhile?