There is a maximum number of chained operations that can be fired by one event, I believe it is 16 (or used to be). If your rules cause changes that trigger more than that total number at once, you will get the message "InfoPath Forms Services business logic exceeded the maximum limit of operations (Sorry, can't find a better reference to this). A single rule also is limited to 5 conditions on its trigger.
Other than that, the total complexity of your form is limited only by the amount of time (and money) that you want to spend maintaining it... :-)
Keep in mind that, aside from the logic inspector, there is not any place where you can see all your rules at once and follow through their execution. Each is hidden behind its own UI element and complex logic is difficult to debug. An InfoPath form with any kind of business logic should be transformed to an ASP page.
See How To: Choose between InfoPath Browser Forms and Custom ASPX Forms.