If you have a fast wide-area network you will find that sftp and scp are about the same speed, which is slow. They both suffer from performance problems in the underlying openssh. With modern hardware, this is not due to encryption overhead, but rather due to problems with the openssh implementation - it implements its own internal windowing mechanism which breaks down on fast connections.
These problems become more obvious on long-distance (higher latency) connections, but I've experienced slowness even on LANs.
These are well-documented, and patches are available to fix the problem. Patching either end of the connection can help; ideally you'd patch both ends. For more info and the patches, see High Performance SSH at Pittsburgh Supercomputer Center.
Meanwhile, you will find that ftp is woefully insecure; it sends passwords in plain-text.
ftps I think wraps the ftp protocol in SSL. it's probably faster than unpatched SFTP/SCP.