Basically any distribution can become equally fast. Just a matter of configuring for what you need.
Of course the default configuration varies. I am using Gentoo. This one is very fast, but can be tricky to install and not recommended for beginners. Although I don't have to mess with scripts as such there are plenty of other configurations to sort out to speed things up.
As Xavier says, what hardware do you have? E.g. if you have a brand new AMD Phenom with 4 Gb of memory, I would say forget it, no extra speed needed
Might be slightly different if you have, say an old Intel 80486 machine with 64 Mb memory...
Mons
Edit: Also use Firefox 3 and latest openoffice (2.4.1?) they are both faster than their predecessors.