Couldn't disagree with you more there.
Using include allows execution of code that is hosted remotely. If the file you're including from another server gets compromised, then you can consider this server compromised too. You're also relying on allow_url_include being set to on, which you shouldn't have on if you can avoid it.
Any kind of DNS attack could also expose include() to acquire a different remote file than the remote file you wanted.
fsockopen or curl would be your best bet. I don't think there's much between the two performance wise.