I assume a lot of you have extensive knowledge on this topic.
I wouldn't expect there to be "a lot" of us, but there's a few of us.
I'm going to assume that you're talking about SWD debuggers, and not full JTAG debuggers (SWD can "only" debug one device at a time, whilst JTAG can use "chained" devices on more complex boards)
Speed-wise, a lot of it comes down to the software, and on some hardware, OpenOCD is slower than the vendors tools. Then again, in a few cases, OpenOCD is faster. Just so you know.
The powerpoint presentation of "speed of debuggers" would go something like this:
Bitbangers -> CMSIS-DAP -> ST-Link -> JLink (with their tools, otherwise on-par with the ST-Links)
Bitbangers would be devices such as the buspirate, ESP8266 bitbang, FT2232 based devices, etc.
They are _slow_. Its been a while since I used one, but I would estimate the speed to <5KB/sec.
CMSIS-DAP is usually limited by the report-rate of USB-HID, topping out at 64KB/sec.
ST-Link can reach about 400KB/sec
I've seen JLinks (pro version) transferring at 1MB/sec
Of course, when flashing firmware you'll be limited by the performance of the NAND flash in your MCU.