I haven't seen any benchmarks of the speed of Windows 7. It is clearly faster at booting, shutting down, and entering and resuming from sleep modes. Every review I have seen agrees with these points. In terms of the speed of menus, windows, application launches and so on, I have not seen any hard data. To me, it seems no better or worse than Vista which I have always been very satisfied with. I also haven't seen any benchmarks on whether applications run faster, slower, or no different under Windows 7 than other Windows.
There are many new features in 7, though nothing that is a major departure from Vista. If you are familiar with Vista, 7 will feel very comfortable and has a shallow learning curve. XP users may find it jarring, but that would be true of moving from XP to Vista because so much was changed and added. Among the new features are Libraries, HomeGroup, Aero Peek & Snap & Shake, a redesigned taskbar, jump lists, and so on. See more at the Windows 7 home page.