Question for Kagetora:
How fast do you finish an average turn?
How long does it take to transmit a turn file to your friends?
Is Tactical combat important to you, or sequential play?
If you want tactical, sequential play,
and a fast turn turn around time, I would suggest ICQ. Play your turn, and send it instantly, while giving the next player a poke to hurry up

.
If you are OK with using simultaneous to speed up the game, the use the
Play-by-Web service.
Unless your turns are really short, integrated TCP/IP support will not speed up your game significantly over the other options out there.