I don't think "speed" is the question, at least not for me. Having "switched" last year, with the intro of OS X, I am having to learn a new set of user habits. In Winland, it was necessary to do a lot of opening and closing, to prevent the blue screen blues, and if I opened a couple of big apps at the same time, I could count on slooooowwwwww work. So, I closed a lot, so I could open another app. And, win apps, with a decent processor and enough ram, do open with more snap than in OS X. (And I have a really good win machine--IBM 300XL, with all the goodies--and it still crashed.)
However, and this is the big one for me, with OS X (10.2), I can open as many of my big apps as I want, experience no slow down in performance, and run no risk of system crash.
All I have to do is learn a new set of work habits--i.e., open my apps and leave them open, as long as I want. Switching among open apps is as snappy as anyone could want.
This is one "switcher" who is as happy as a clam in Macworld!