Impatient much? ^^ You do realize this is an RPG and not a racing game right?
Anyway if you like speed, invest points in scoundrel and dual wield daggers. Thats makes you run faster.
You can also pick up haste and/or rage for even more speed.
WHen in a town doing stuff you can also multi task your party. Send one char to go somewhere, use another char for something and while you do that thing the other char will arrive at the chosen destination.
