I use both Safcom and Orange 3G+. Safcom is definitely faster but more expensive. You can limit the cost by buying a 5G bundle at Kshs 6,999 which is valid for 90 days. As for Orange their main advantage is cost - for the 2GB bundle, you pay Kshs 1.1 per MB.
The catch with Orange is the validity of their Internet bundles which is 30 Days. However, if you top up, you are able to carry forward remaining MBs - but at the price of the new top-up. That is, if initially you bought a 2GB bundle and have a balance of 1GB but top up with a 50MB bundle at Kshs 3 per MB, your carry forward 1GB will be recalibrated (reduced) to reflect the new top-up, by approximately 2/3 - i.e. your 1GB now becomes approximately 340 MB plus the 50 you have just bought. I have not actually experienced this myself but have been told that is the way it works by Orange Customer Service. This really SUCKS.
As for the quicker consumption on Orange, can't say I have noticed it. And by the way, I use more of Orange due to cost but when I want Speed, I switch to Safcom.