Hi Simon,
Being a bit pedantic for a moment, I'm not sure how anyone would actually 'sail' a speedboat – I suspect you mean 'operate'…
But anyway, if speed really is your thing, you could have a look at some of the very advanced hydrofoil yachts which are reaching incredible speeds nowadays. World record attempts (full-size) are now being attempted I believe.
In model form, these would probably fall outside the "Beginner" category – but, for a future project maybe ?
Definitely join a club – those guys will have already ironed-out most of the problems that beget someone new to the hobby. As a closing note, owners of water sometimes look more favourably on sail power – clean, quiet, kind to the environment etc.
Have fun,
Dave