The documentation is a good place to start. For example, this quote from the introduction to the linear phase EQ section of the Logic Studio Effects handbook:
The Linear Phase EQ also introduces greater amounts of latency. Therefore, it is strongly recommended that you use it for mastering previously recorded audio and avoid using it when you are playing software instruments live, for example. The latency compensation feature of Logic Pro can be helpful when you are using this effect.
Another logic effect to watch out for is the adaptive limiter. There are of course many AUs which also have higher latency, such as the Waves mastering processors. A rule of thumb is to watch out for any finite response Plug-ins.