The download speed will not be the bottleneck, the validating will. If you download as fast as possible from a torrent or whatever method you want, and then validate that download, you will be slower than you would have if you'd just ran Bitcoin and downloaded as you validated. The validation is the bottleneck, not the download speed. If it feels like it's going slow, then either your internet is slow (in which case, where you download it doesn't matter), or your computer CPU isn't very fast (in which case, where you download it doesn't matter), or you haven't allocated enough RAM to the dbcache option... which again, it doesn't matter where you've downloaded it from.
Downloading via the Bitcoin application is the fastest method. I don't know how many times I can say that. Would one more time help? Downloading via the Bitcoin application is the fastest method.
If it's "going slow", either your computer or internet connection isn't up to snuff, or you need to tweak the settings in your bitcoin.conf file. In particular, set the dbcache option as high as you can.
And lest we forget, I'll say it one more time: Downloading via the Bitcoin application is the fastest method.