I'll just say that from my experience, having played certain multiplatform games(can't talk about downloads, as I've never downloaded anything on PSN before) on both consoles, Xbox 360 downloads updates at least 5 times faster than the PS3. I've downloaded a full update to Battlefield 3 on my Xbox 360 by the time my PS3 gets to 25%. And even once it does finally get done, I have to install as well. My Xbox 360 updates take literally 30 seconds to completely finish while just downloading + installing takes around 10 minutes on PS3.
I'm not trying to say one is better than the other, but the PS3 is notoriously slow, and a lot of people I've talked to feel the same way. I have both consoles connected to the same modem/router, both with optimised connections for gaming, but the PS3 just isn't anywhere close to Xbox 360 when it comes to download/install speeds.