I am trying to use a complex model in a c# code (10.000 vertices and 400 kb of codes). The program uses display lists however it is still too slow. I wonder is it normal because of the big size of model or there is something with my implementation of display lists. Or in another words what should be the limit of complexity of objects in a scene , like number of vertices etc..

10000 verts is nothing. You should be getting good speeds, and must be doing something wrong.