In my experience running a curl_multi request with a fixed number of threads is the fastest way, could you share the code you're using so we can suggest some improvements? This answer has a fairly decent implementation of curl_multi with a threaded approach, here is the reproduced code:
// -- create all the individual cURL handles and set their options
$curl_handles = array();
foreach ($urls as $url) {
    $curl_handles[$url] = curl_init();
    curl_setopt($curl_handles[$url], CURLOPT_URL, $url);
    // set other curl options here
}
// -- start going through the cURL handles and running them
$curl_multi_handle = curl_multi_init();
$i = 0; // count where we are in the list so we can break up the runs into smaller blocks
$block = array(); // to accumulate the curl_handles for each group we'll run simultaneously
foreach ($curl_handles as $a_curl_handle) {
    $i++; // increment the position-counter
    // add the handle to the curl_multi_handle and to our tracking "block"
    curl_multi_add_handle($curl_multi_handle, $a_curl_handle);
    $block[] = $a_curl_handle;
    // -- check to see if we've got a "full block" to run or if we're at the end of out list of handles
    if (($i % BLOCK_SIZE == 0) or ($i == count($curl_handles))) {
        // -- run the block
        $running = NULL;
        do {
            // track the previous loop's number of handles still running so we can tell if it changes
            $running_before = $running;
            // run the block or check on the running block and get the number of sites still running in $running
            curl_multi_exec($curl_multi_handle, $running);
            // if the number of sites still running changed, print out a message with the number of sites that are still running.
            if ($running != $running_before) {
                echo("Waiting for $running sites to finish...\n");
            }
        } while ($running > 0);
        // -- once the number still running is 0, curl_multi_ is done, so check the results
        foreach ($block as $handle) {
            // HTTP response code
            $code = curl_getinfo($handle,  CURLINFO_HTTP_CODE);
            // cURL error number
            $curl_errno = curl_errno($handle);
            // cURL error message
            $curl_error = curl_error($handle);
            // output if there was an error
            if ($curl_error) {
                echo("    *** cURL error: ($curl_errno) $curl_error\n");
            }
            // remove the (used) handle from the curl_multi_handle
            curl_multi_remove_handle($curl_multi_handle, $handle);
        }
        // reset the block to empty, since we've run its curl_handles
        $block = array();
    }
}
// close the curl_multi_handle once we're done
curl_multi_close($curl_multi_handle);
The trick is to not load too many URLs at once, if you do that the whole process will hang until the slower requests are complete. I suggest using a BLOCK_SIZE of 8 or greater if you have the bandwidth.