Trying to get into game programming as a hobby. I started making database software using vb.net last year and produced some good results. I am fairly confident in my general knowledge of programming. I've read a lot about C++ DirectX and XNA studios. I prefer XNA just because it seems a whole lot easier to program for. How much efficiency/speed will I be sacrificing by using XNA vs C++ DirectX APIs. Can XNA handle a RTS game with hundreds of units and dozens of buildings? And how is the networking abilities of XNA?

XNA is just a framework. It provides certain things which will make it easier for you to create a game. With XNA you will use C#, which will provide more than enough power for you to accomplish what you want here. C# is syntactically closer to C++ than VB, however if you know VB .NET then you will be able to learn C# quickly enough (as the language details are fairly similar) to dive right into XNA and start experimenting with something like Tetris or Pong.

your first project, no, your first 5 projects, are going to be learning experiences, and arent going to be something you want to market. Don't sweat it if your engine can't keep up to par with state-of-the-art tech. Sweat that stuff once you get hired by a studio.