I'm doing some consulting for WP Engine now (helping with SEO and general marketing), and I can definitely say I recommend them. As to how fast they are, do a speed test here: http://speed.wpengine.com/
You can even mirror your site at WP Engine over their 14-day trial, and run the speed test on your .wpengine.com site vs. your current site to see if it really works well. Their support people are generally helpful in helping you tweak/optimize your site, as well.
About the only negative I would say with WP Engine is that they really don't support anything outside of WordPress. But if you have a main site or even a blog that's all WordPress, and it gets a fair amount of traffic, they are definitely worth a look!