From the WebDevLogs.com blog today, there's some benchmarking results from Mgcci's look at PHP's methods for grabbing some common data - the script's own name. This includes the "magic" call to __FILE__:

The result shows that __FILE__ is the fastest, so use that when you don't have to use any other method to find the script's self. __FILE__ is a built in constant show the location of the running script.

He gives the benchmark output (time measurement) and includes the code that he used to perform the tests.