This honestly depends on how long a person has actually had and trained with their doujutsu. Part I Kakashi could only last a single battle with the Sharingan before feeling severe fatigue and needing extensive periods of bed rest (Land of Waves arc). Early Part II Kakashi is able to last a whole day's-worth with it. But when it comes to using the Mangekyou, using Kamui three times in one day meant hospitalizing him for a week. But later training and proficiency allowed him to use Kamui a bit more often, but was still taxing on his chakra. Later/Current Part II Kakashi is able to use Kamui about five times before feeling tired.
In short, Kakashi is a prime example of what pirated-doujutsu users should follow when measuring the amount of time they can actually keep their doujutsu active. Ao can be another good example with his Byakugan. It's been apparent though, that both of them have needed to cover their eyes to conserve their chakra, even though Ao can activate or deactivate his at will.
Nagato on the other hand, is somewhat a different case. He has Uzumaki hacks, which give him an exceptionally strong life force and longevity. With these two things, he is able to live through and survive much of the Rinnegan's techniques, which have been stated to be chakra-taxing in themselves. Especially the giant Shinra Tensei and the Samsara technique. Even the use of chakra receivers between the main Rinnegan user and their summons/paths could take a bit of chakra, since they would share a constant field of vision all the time. This is also a part of the reason why Obito limited his use of the Rinnegan to only abilities of the Outer Path and some attempts here and there at using the Human Path. Even with himself being a Uchiha and having Hashirama's cells composing most of his body, it would hamper his chakra pool to use all of the techniques the Rinnegan grants.
So yeah, it's pretty obvious that pirated-doujutsu do have their risks. Heck, any pirated KG have their risks in using. My suggestion: use them sparingly like Kakashi and the others. Even if you do reach some mastery over using them, you will still have a lot more risks in using them when compared to naturals. Although having a Bijuu will grant you guys some extra chakra here and there, the amount you actually have access to depends on your mastery of tails. Don't push yourselves too far with that either, since you could end up having your Bijuus taking yourselves over and running them loose.