I'm seriously impressed that they managed to do all of that in armor- especially the flips. I can't tell you about what their costumes are made of, or how they're attached, but (from partial experience, along with discussions with members of the 501st + Mandalorian Mercs) I know that they can make moving around harder. How much harder depends on the material of choice, thickness, method of attachment, etc. The helmets alone can make seeing rather difficult. Of course, like I said before, it really depends on the construction. Some helmets make it so you'd kinda need to walk slowly with a friend ready to catch you, while others only hinder your vision slightly (the latter tends to be more expensive, for clear reasons).
Definitely looking forward to their next performance. Maybe they'll have one of the members dress up as someone else next time? Could add some interesting possibilities for choreography.