I go with medium+fast on XL+U (but what about rush tactics, gentlemen?), and sometimes the roads give such a twist that you can get a decent burn from mediums
I've never played Jebus Cross with mediums, but I suspect it's garbage, so only fast
m200 — only slow

On fast roads, a convenient road layout plays an even bigger role, as well as how many objects are scattered along the roads. It's even harder to play if you run into a one-way road, because while you waste time making detours through wasteland, the opponent spreads out very comfortably and eats everything along the fast paths. Reworking one-way roads is not a plus on all templates, nor is it supported by all players, and by default the rules still use standard one-way roads.
Another significant downside of fast roads is when someone gains control earlier — if they capture 1 castle, they can very easily proceed to push all the others in the same turn with just a few stacks — that's not normal.