Yes, Share can give some incredible speeds. On brand new files, I usually get about 800KB/s. One of my friends is able to get as high as 2MB/s with his FTTH connection. The difference is because Share opens up fewer connections but each with more bandwidth, rather than bittorrent which opens up dozens (if not hundreds) of smaller connections which becomes inefficient. As a point of comparison, my bittorrent usually peaks at 500KB/s no matter how many torrents I'm running.
Of course Share isn't perfect. If a couple of high-bandwidth "peers" disappear, your files could quickly slow to a crawl. So both have their pros and cons; it just takes figuring out what each P2P program is good for, then using that to its max.
Just to add a quick note about anonymity, there is no perfectly secure system. It really depends on what files you're trying to download. (After all, bittorrent is perfectly "anonymous" if you're not downloading Quantum of Solace or the latest pop albums.)
But the biggest advantage about Share? Content. If you're interested in anything Japanese (anime, manga, tv shows, movies, games, etc), virtually everything can be found in one location. This makes it substantially easier to download hard-to-find files, especially if you don't know about trackers like AO/deadfrog/etc (which are already very limited in what they offer), or don't even know where to start with Google. This is why many people prefer Share to stay "Japanese", and not for westerners to flood it with non-Japanese material.