It really depends on where you live.
If cable is popular in your neighborhood, it can be slow. If you live far away from your phone company's CO, DSL can be slow.
Checking out
DSL Reports would be a good place to start. It has information sorted by region and service (DSL services, as well as cable (counter to what the site's name would lead you to believe)). Users also report their experiences with companies/services they've dealt with.
edit: damn you, charliex. damn you
to hell.

edit #2: spellin'