To get started, I would recommend a seaside one-click image. Seaside is a most interesting web-framework and the image is based on Pharo. There are a number of screencasts available.
The authors of SQB expanded the book and adapted it to Pharo at Pharo-By-Example.
They have a high-volume development mailing list and a users list. For seaside you'd want the users list. Seaside also has a book and the tutorials by James Foster
which I'd recommend you to look first at.
I do not find significant speed differences between Pharo and Squeak, but Pharo is much cleaner due to its developer focus. Squeak contains a lot more interesting tidbits.
If you find the one-click image (there is also one available in a Squeak version) not fast enough, the introduction of the cog vm will improve performance by a factor two or so.
On Windows you should make sure that your anti-virus software does not try to verify the changes file each time it is written, or your Smalltalk environment gets to be very slow.
For learning a lot (not recommended to start with) you should take a look at the Moose one-click image and the book by Doru.