Radix sort is faster than all the others. For input size n, it is technically linear time, O(n), whereas the best comparison-based sorts are O(n*log(n)). However, depending on the situation, radix sort might not be suitable - one common reason for this is because radix sort requires a better understanding/interpretation of the input data, and is therefore difficult to include in general-purpose libraries.
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I actually wrote a short technical blog post on sorting some time ago, where I briefly highlighted two "common" myths about sorting: http://leafcloud.com/2013/03/two-myths-of-sorting-complexity/
They missed sleep sort ;)