Recently one of my colleagues asked how some presenters can have really fast keyboard - especially when going left or right in terminal using arrows.
It was serendipity for me :) The only thing that you need to adjust (or maybe I need to get used to) is delay. It doesn't make that much difference but it's still good to have it slightly lower than default.
Btw. Best thing about it is that there are similar setting screens in all Operating Systems these days so just go to Keyboard Settings and make "Speed" faster :)