What do you use when you need reliable UDP?
What about SCTP. It's a standard protocol by the IETF (RFC 4960)
It has chunking capability which could help for speed.
Update: a comparison between TCP and SCTP shows that the performances are comparable unless two interfaces can be used.
Update: a nice introductory article.
It's difficult to answer this question without some additional information on the domain of the problem. For example, what volume of data are you using? How often? What is the nature of the data? (eg. is it unique, one off data? Or is it a stream of sample data? etc.) What platform are you developing for? (eg. desktop/server/embedded) To determine what you mean by "too slow", what network medium are you using?
But in (very!) general terms I think you're going to have to try really hard to beat tcp for speed, unless you can make some hard assumptions about the data that you're trying to send.
For example, if the data that you're trying to send is such that you can tolerate the loss of a single packet (eg. regularly sampled data where the sampling rate is many times higher than the bandwidth of the signal) then you can probably sacrifice some reliability of transmission by ensuring that you can detect data corruption (eg. through the use of a good crc)
But if you cannot tolerate the loss of a single packet, then you're going to have to start introducing the types of techniques for reliability that tcp already has. And, without putting in a reasonable amount of work, you may find that you're starting to build those elements into a user-space solution with all of the inherent speed issues to go with it.
ENET - http://enet.bespin.org/
I've worked with ENET as a reliable UDP protocol and written an asynchronous sockets friendly version for a client of mine who is using it in their servers. It works quite nicely but I don't like the overhead that the peer to peer ping adds to otherwise idle connections; when you have lots of connections pinging all of them regularly is a lot of busy work.
ENET gives you the option to send multiple 'channels' of data and for the data sent to be unreliable, reliable or sequenced. It also includes the aforementioned peer to peer ping which acts as a keep alive.
We have some defense industry customers that use UDT (UDP-based Data Transfer) (see http://udt.sourceforge.net/) and are very happy with it. I see that is has a friendly BSD license as well.