Your Speed is how fast your character can move (whether through flying, running, swimming, or some other means). Your Speed is equal to your Run Skill, and each point of Speed allows you to move 10' per turn, so a very fast character with a Run Skill of 9 would be able to move 90' every turn!

The Animator has a final say in the matter when you're using alternative forms of transportation (a Skill other than Run). For instance, if you're using the Flying Shtick, he may say your Speed is equal to your Flying Shtick's Level instead of your Run Skill. Same goes for using Swim while in water.

Speed when using Drive Vehicle is different because it varies from "vehicle" to vehicle. Each vehicle will have its own Speed score, and a successful Drive Vehicle roll will allow you to use it without crashing, but see more under "Drive Vehicle".