* Download speed of what? A file? That has nothing to do with the browser. It has to do with your bandwidth limit of your internet connection.
There's actually some interesting things in this area. FF checks for ipv6 DNS first so it's slower to resolve domain names. However, it supports HTTP pipelining, which I've noticed does make a good difference when loading pages with lots of external objects (e.g. images) - all the objects are requested at once and come up faster. HTTP pipelining is disabled by default though, because it doesn't work with some (non-standard?) web-servers, but I've never had a problem with it.