Nice!
At the moment performance is quite good, but I suppose these guys will come around the corner with 30 million points next week
I don’t know how much points we can support exactly with fast performance by default, so don’t hesitate to share your result 
What is the best approach for picking points from the cloud fast?
There is few picker in vtk indeed but I think the best one for your case is the vtkPointPicker (and his example is here)