I think servo voltage is an important issue. Many low-end and mid-range ESC's only deliver 5 volt to the reciever and the servo. That is equal to limit the servo performance to about 75%.
So if you want to buy a faster servo, check the ESC BEC voltage. If you only got 5 volt, consider a 7,2 volt FET servo. Servos like KO Propo 7,2 FET, can be connected directly to the battery. The manual explain how to do it.
Another way to go, if you have a 6 volt servo and an ESC with 5 volt BEC, is to power the servo from the reciever instead. It's done by cutting the red wire from the ESC to the reciever. Next you use the battery connector on the reciever. But remember, it's needed to insert a normal diode (min. 3 amps) between the battery plus and the reciever plus. This is due to the fact that most recievers only accept 8,4 volt input, but a newly charged battery is about 8,8-8,9 volt. And a diode gives a voltage drop of 0,6 volt. (the ring on the diode, should point to the RX). Voila. 25% better servo performance for the price of a diode (½$).
However, the diode-trick aint the perfect solution. I've tried it for about a half a year. It worked quite well, but when I finally upgraded my ESC, the servo get even faster. I assume it's due to current limitation in the RX BEC. (My RX is a cheap one, no specs on the BEC amps)
A kind of conclusion: Either use an ESC with a high rated BEC (6 volt/2-3 amps) or use a 7,2 volt FET servo.