yes, OpenX is a resource hog, we've had quite our share of issues with their self-hosted app and had to heavily tweak it to even take a moderate load in a decent fashion resource-wise. If you're looking to host yourself, Renegade Internet's AdvertPRO is a very good solution.
Many third parties are interesting for you if you're looking to do buys like this, not just Doubleclick. Adjuggler has a good solution too, for instance. We've worked with about a dozen of these third party ad serving guys over the past couple of years, feel free to contact me if you need any input or ins with any of them.