They pretty much download just as fast. It mainly depends on
1) your internet connection
a) are you uploading too much? uploading too much causing your downloading capcacity to severely decrease. try setting your upload to about 80% of its maximum capacity.
b) is someone else on the network uploading too much or downloading too much? tell them to stop, lol.
c) are your ports properly forwarded? google "ShieldsUp".
2) how your client is set up
a) are you connecting to a lot of peers/seeders? if you're connected to a LOT of peers than that can bog your connection down. i connect to about 70 clients per torrent. i find that reasonable.
b) are you connected to barely any peers/seeders? when connecting to a torrent with only 4 seeders and 5 peers don't expect to max out your connection.
c) is the seeder/peer ratio low? the more peers that you're connected to or are on the torrent, the worse the download speed will be. if the torrent has 43 seeders and 350 peers then you might have a small chance of getting good speeds, but the chances drop. mainly because most people have way faster download speeds compared to upload speeds (like 1500/256, 3000/384, etc).
I use azureus and max out my connection about 95% of the time. Its mainly just setting it up your client and connection to its full potential. Another tip is getting a packet shaper like CfosSpeed or using one on your router if it has one. I have noticed an improvement in my connection with CfosSpeed + linksys's WRT54G QoS feature.