Wow, I wrote this 3 years ago and I feel nostalgic. Nowadays I consider this to be obsoleted, as the official Q&A has the exactly same question and many things (especially jemalloc) have been changed in the Rust world. I personally found the HN discussion at that time [1] was greatly fruitful.
As usual, you have to consider static vs dynamic linking, all sorts of other stuff.
Good overview and HN discussion of this: https://news.ycombinator.com/item?id=11823949