Use this to determine what DPI is best for you.
I like to turn a 360 in one inch of desk space, so to reasonably max out my 1920x1080 monitor at FOV 90 (standard in most games) I need 5500 DPI. Some games allow a lower FOV, if I play at FOV 70 (a bit extreme) I would need 7900 DPI. Throw in a triple monitor setup and things get crazy.
There's a few downsides. First is that the super high sensitivity mice have some of the most unstable sensors out there, it's partly a manufacturing issue, but also compounded by the fact that current technology at these levels of sensitivity becomes less and less reliable the more sensitive it is. There are only a handful of mice on the market with acceptable sensors for pro gamers.
Which brings up the second issue. Pro gamers use ridiculously low sensitivity. Apparently it's usually around 10 inches of desk space for a 360 degree turn. These people pretty much have no use for high DPI.