I never noticed how slow the NES one is, but you're right, it does play slower than the Coleco one. I still find myself liking it better than the rest due to the layout being closer to the arcade aspect ratio, but if I ever get a multicart for my Coleco that may change...
I think my biggest concern with multicarts is that they cut down on collecting for the system. I collect to collect, but I also collect to play the games, and if I can play every game on one cart, it makes collecting the games lose some of its point for me.
I just got an Everdrive N8 for my birthday, and already my NES collecting has ground to a halt. However, I also got an Everdrive with my TG-16 that I got for Christmas last year, and that has been a godsend given the insane prices of Turbo games, not to mention the converter I would need if I wanted to play PC Engine titles.
I've thought about getting a Harmony Cart, but I'm really worried it will kill my quest to collect almost every 2600 game. It would be nice to be able to play the rarer stuff though...
I think what it boils down to is, are you a collector, are you a player, are you both, and what is your budget? Multicarts tend to cost a lot up front, but save so much money long term.