It changes with every release of the compilers and also depends on exactly what your code is doing
In general icc (intel compiler) is the quickest, at least on intel architectures with careful optimisation.
gcc is generally only slightly behind it, especially the latest versions.
the microsoft compiler is usually slowest.
The icc compiler is free for non-commerical use, and gcc is open-source. At the moment I'm using gcc simply cos I know it best, but the intel compiler comes with a nice-looking debugger and a great-looking profiler, so I may switch at some point.