I have noticed no difference at all in long term retention at different speeds, provided that I understood what was being said initially. In the short term, I find that double speed typically enhances my ability to follow what is being said. I liberally use "jump back" to re-hear and "pause" to mull over something if I find myself wanting to.

I am sure there are programs for the major platforms (PC, Mac, Linux) that can double speed but I use an iPhone/iPod function which doubles playback speed without changing pitch (so it sounds like a human, not like a chipmunk).

There is one major drawback with audio, and that is that I can't highlight. I rely heavily on highlights and notes to retain the contents. However, lack of highlights obviously applies to all audio, not just double speed.

I think I remember more than as much at double speed, because my mind doesn't wander so much. The downside is that when it does wander, the speaker has more often moved on to another point by the time I come back, so I have to rewind.

Like Constant I have not noticed any retention problems at increased playback speeds.

To increase the speed at which you comprehend I recommend using a program that can increment the speed by 10% at a time that way you can ease your way to 2-4 times speed.