My layman's understanding is that George Marsaglia's xorshift generator[1] is considerably faster than the Mersenne Twister while still providing high quality randomness.
I've also seen WELL512[2] mentioned in a few places, but I don't know much more about it than the name.
I've also seen WELL512[2] mentioned in a few places, but I don't know much more about it than the name.
[1]: First introduced here: http://groups.google.com/group/comp.lang.c/msg/e3c4ea1169e46...
[2]: http://www.iro.umontreal.ca/~panneton/WELLRNG.html