On the 7300 / 7400 / 7400 PocketPC, here are the connection types, from slowest to fastest:

Serial over Intellibase (slowest)
IR homebase / Serial Cable
ActiveSync over Intellibase
USB Homebase
RF (fastest)

On the 9500 / 7900 or PocketPC, here are the conection types, from slowest to fastest:

Bluetooth (slowest)
Serial
ActiveSync over USB
RF (fastest)

Note that there is not much difference between the serial connection methods, depending on what kind of data you are transferring. RF and USB are significantly faster than any serial method.