If you already have Outlook (eg as part of Microsoft Office) then it's worth a try. I've found the Outook tends to slow down as the number of emails you have kept increases, so it might not be that fast. Outlook doesn't seem as fast to me as Outlook Express.
Another think to be aware of with Outlook is that if you purchase it, you may need to buy a new version every several years. For instance, Outlook 98 is no longer updated by Microsoft, and I've read that some of its features are consequently not very secure. With Windows Mail, you get it for free when you get a new version of Windows, so there's no extra cost on top of the cost of buying Windows.
I know the problem though - I also find Windows Mail very slow, but it's not a problem to me since I always leave it open and hibernate the computer rather than shut it down.