I've heard AfA OS can be a pain to get working.
The first versions were quite buggy, in fact public alpha releases, nice enough to be able to play around with them.
3.95 is actually quite straight-forward to get running.
Is it worth installing it?
Yes. With truetype fonts and PNG icons, my Workbench looks really gorgeous now.
Is the speedup that good?
In comparison to powericons it's worth it. Truetype fonts with antialiasing might slow the system down a bit, but I wouldn't want anymore to look at Aweb or IBrowse with those horrible blocky bitmap fonts.