uTorrent kills both Azureus and BitLord(honestly why anyone would suggest BitLord as a "Good" client is beyond me
Unless they have made major changes). uTorrent has a relatively low memory foot print and uses next to nothing in terms of processing power. Azureus is bloated mostly due to its usage of Java.
The client rarely has anything to do with slow download speeds unless it intentionally ignores peers or seeds. If a torrent is downloading slow it is probably due to a imbalance in the ratio of leeches to seeds as well as people capping their uploads at low speeds.
Other things to keep an eye on is your upload rate. If you have a 40 kb/s upload rate then cap your max upload at 25-30kb/s to ensure that you're not slowing your downloads down. If you're uploading at your maximum upload speed it slows down everything from downloads to even your web browsing or something as simple as chat programs.
Check and make sure your ports are forwarded, this often only effects uploading issues but it can also hinder your downloads sometimes.
Check and see how high your maximum number of connections is limited to. If you do use Azureus or uTorrent enable connection Encryption because some ISPs tend to throttle BitTorrent protocol traffic.
I have downloaded files in excess of 10 gigs in size and never had any problems getting them in a timely fashion. The problem with Bit Torrent is its primary means of distribution is its users. If a torrent only has 3 seeds and 20 peers chances are you're going to be receiving relatively slow download speeds until more peers become seeds and start uploading at their full potential.
edit: Almost forgot if you're using a public tracker enable DHT, it is generally helpful in finding other clients tracking the same download you're grabbing. Some sites disallow and will not work with DHT though.
that's quite a slow speed
