Internet Explorer is the only browser which really suffers from this in today's world. (Versions 5, 6, and 7 were dog slow. 8 does not show the same degradation.) What's more, IE gets slower and slower the longer your string is.
If you have long strings to concatenate then definitely use an array.join technique. (Or some StringBuffer wrapper around this, for readability.) But if your strings are short don't bother.