When you start a new project you can get Objects in and out of the database fast, without worrying how you do it. You can also switch DBMS very fast from SQLite on your local dev machine, to MySQL on your testing or staging servers. When the performance part kicks in, your application has already matured a bit, models are somewhat fixed and programlogic is running. Extending the models to use SQL instead of the ORM is more convenient then, because the structure of the project isn't changing (so fast) anymore.
I suggest doctrine.
Integration into CI is painless with Doctrine (there are many posts available on the internet and even some here on SO) so you don't have to learn any fancy new conventions.
Whetever you chose, keep in mind that any ORM will add a massive (compared to what CI's base footprint is) overhead to a very very light-weight framework. So you sacrifice the light-weightness for powerfull database features and more abstraction.
check this link i found out gives very good info
http://www.phpandstuff.com/articles/codeigniter-doctrine-from-scratch-day-1-install-and-setup