The bridged adapter is fastest because it doesn't use the TCP/IP stack of the local computer host OS and goes direct to the net card, sharing your net card on the same computer, but using two different MAC addresses. Your NAT router from your cable or DSL modem will automatically give this adapter a separate IP address on DHCP.
Really the only other practical choice for doing work in the VM is the NAT Adapter, but then that means your OS is sharing its TCP/IP stack, which slows down the net connection.
I want to add that in some hotel networks, you can't easily use the Bridged Adapter mode for some reason. I had to switch to NAT Adapter in order for it to work.