Which is the fastest algorithm to find prime numbers?
A very fast implementation of the Sieve of Atkin is Dan Bernstein's primegen. This sieve is more efficient than the Sieve of Eratosthenes. His page has some benchmark information.
If it has to be really fast you can include a list of primes:
http://www.bigprimes.net/archive/prime/
If you just have to know if a certain number is a prime number, there are various prime tests listed on wikipedia. They are probably the fastest method to determine if large numbers are primes, especially because they can tell you if a number is not a prime.