Ok this issue has been driving me insane!
My setup is as follows:
2012 15" rMBP
OSX 10.8.2
External Dell U2410 display (1920 x 1200)
MDP-DVI adapater from Monoprice
DVI to DVI cable connecting to display (3ft long if that matters)
Full size Apple keyboard (wired) connected via USB hub in display
External Apple Magic Trackpad (connected via BT).
I am 99.9% convinced this has nothing to do with the el cheapo Monoprice adapter and here is why:
MBP sleeping with lid closed. Wake by using keyboard. Wifi connects with full signal (according to icon on menu bar - this never changes). speedtest.net shows speeds at 1 - 1.5 Mbps.
Unplug adapter and plug back in immediately so the MBP doesn't sleep.
speedtest.net shows speeds of 15-16Mbps. This is the speed I should be getting and the same speed that I get when not using my external display.
Speed maintains until the next time my MBP goes to sleep. This can be for hours at a time the speed is maintained!
Wake and the same thing happens again. Speeds back to 1 - 1.5Mbps. {aside: It is almost like the speed is being throttled because it is always darn near exactly the same speed when performing poorly.}
Unplug MDP and replug... excellent speeds again.
Note that I can NOT perform this workaround when using the MDP next to the power adapter. This ONLY works with the MDP next to the USB.
The fact that I can get consistent speed after unplugging / plugging back in tells me this has absolutely nothing to do with interference as what many people have discussed. How could it possibly be related to interference when it works fine after unplugging / plugging back in for hours at a time?
This issue has been around for a long time (ie as far back at 2010) and really needs to be addressed by Apple.