I use Disqus because it looks great. It is sleek and responsive.
But, I'll tell you one thing, it depends on the niche. How?
If you have a niche like Blogging and Tech Tricks and all, you should use the default Wordpress comment system. Most of the websites in this niche, use the default commenting system. Because your target audience never interacts with Disqus in the fellow websites, chances are rare that they might have a Disqus account. So most of the people would not bother to create an account and post their comment. Plus, Disqus don't offer any hidden backlink field.
If you have a type of blog that others have and they use Disqus, it is good to stick with it. Like a personal blog or news sharing.
But, Disqus is expanding it's reach quite fast. A year ago, I rarely saw anyone using Disqus on their website. Now I see a majority of them are using it, but still, the discussion is reduced.
As far as speed is concerned. It loads the script with the website assets. The comments and other data loads from server only when the rest of the page load is complete.