Depends.
In movies, Dawn of the Dead remake worked really well with fast zombies. Slow zombies work well too, so it's more a matter of the guys making the movie than the type of zombies.
In video games, fast zombies actually work better, because otherwise you could probably just run away from the zombies. I like L4D and it's one of my favorite games, because on harder difficulties, you can fear the zombies purely because of their attack power and speed, not being ridiculously overhealthed or overpowered with weapons.
If the zombie apocalypse would come right now, I would hate fast zombies because.... THEY ARE FAST. They could catch up with me and freakin kill me. So irl, I would prefer slower zombies.