Jonathan,
Progressive JPEGs allow the viewer to see an image appear gradually as it is downloaded instead of a blank space, until an "ordinary" JPEG fully downloads and then appears. My preference would be for a progressive JPEG in maybe two or three progessions, but I don't believe there would be any speed advantage to either the pro-JPEG or the JPEG.
Perhaps more important is to optimise your image and get your file size as small as possible. I have found Fireworks to do a very good job, but the Photoshop "save for the web" command is not too bad either. This way, the download times are reduced considerably.
Kind regards
Peter Brown
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