Downloading from the main Ubuntu archive (or a certain mirror) may be slow. Starting from Lucid (10.04), apt-get supports a 'mirror' method that will automatically select a good mirror based on your location.

Putting

deb mirror://mirrors.ubuntu.com/mirrors.txt trusty main restricted universe multiverse
deb mirror://mirrors.ubuntu.com/mirrors.txt trusty-updates main restricted universe multiverse
deb mirror://mirrors.ubuntu.com/mirrors.txt trusty-backports main restricted universe multiverse
deb mirror://mirrors.ubuntu.com/mirrors.txt trusty-security main restricted universe multiverse

in your /etc/apt/sources.list file should be all that is needed to make it automatically pick a mirror for you based on your geographical location.

Remember to replace trusty with the name of your running distro!