Leather is the slowest. Also the most painful to err with (think of welts from being whipped). If you want an upper-body workout thrown into the mix, a heavy leather rope can do the trick, but you won't be skipping all that fast compared to lighter weight plastic ropes, as well as difficulty adjusting lengths, and generally more expensive cost due to price of leather vs plastic.
Don't buy one of the standard foam-handled PVC ropes. They're pretty terrible.
It seems the plastic-coated speed ropes with 90 degree connection are the best out there lately. The 90 degree connection really helps, spins smoother, avoids kinks, better rhythm, etc. And they're very reasonably priced.
This is the rope I have, and I find it's amazing for speed. The bearing system works amazingly well. I've had it for a couple years now.
http://www.roguecanada.ca/rogue-bearing-speed-rope