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I still have an inkling that one of your speed problems may be related to your graphics driver.
Short story ... well, as short as they get from me anyway. :)
The very first installation I did of Linux on my home system was some variation of Red Hat, and it SUCKED because of how slow it was. It sucked so bad I didn't try again until someone talked me into using SuSE, which I think was at 9.1 then. Same problem, only worse. But instead of just giving up, I looked around a bit and realized the problem may well have been my ATI graphics card and the fact that ATI does not work and play well with Linux -- more so back then than now, but still a problem. After much trial and error, I finally got the proprietary ATI Linux driver installed, and it solved the problem. Haven't looked back since.
There are two kinds of speed at issue here. (There are more than that really, but I'm trying to simplify.) One is basically the efficiency with which your system runs the operating system itself, the other how efficiently it runs the window manager, which runs on top of the OS. Both Gnome and KDE, the two most popular window managers for Linux, are resource hogs. They're getting better in some ways, worse in others. KDE is the worst overall, and KDE 4.0, when it comes into common use, may be a killer on older systems without mid- high-end graphics cards and gobs of memory. One problem is all the eye candy, but that's not nearly all of it. (This is similar to the problems with Vista and all its eye-candy.)
What was happening in my case was slow startup times for stuff like web browsers, lots of caching when I had more than a couple windows open at a time, trails across the screen when I moved windows, etc. It's the same thing you'd seen on a Windows system if you never installed a graphics driver for your card. When I got 3d acceleration enabled with my ATI card, all that went away. I've never been able to *look* at my Windows box since and think it runs faster, even though it does under some circumstances, e.g. games, 3d graphics intensive drawings, etc. The underlying system runs quite a bit faster on the same machine.
KDE tries too hard to *be* Windows, and Gnome tries too hard to be OS X. They try so hard that they throw in stuff trying to one-up (or three-up) a Windows GUI. All that can be tweaked (and proper installation of a graphics driver helps a lot), but with most distros I've tried that aren't built around the do-it-yourself philosophy, the default installation of either will be perceived to be slower than a Windows installation on the same machine.
Lots of other Windows managers exist, some easier to use and/or install than others, and many of them tend to be more streamlined, allowing the perception of more speed.
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