You listen to them at 3-3.5x while doing other things?

Yes, I find that that's about the current limit for me catching every word. I think it used to be a bit slower a year or two ago (~2.5x), but I'm not sure if maybe I just pushed less then. Mostly I have no trouble doing other non-group things while listening, except I can't do anything involving words (including daydream level thought chains) or anything overly mentally challenging (e.g. non-trivial math). (If I concentrate really really hard I can listen to something and read something at the same time while understanding both, especially at lower playback speeds, but I find myself unable to maintain this level of concentration for more than a few sentences.)

How do you increase the speed, do you only increase the tempo? Do you change the pitch at all?

Not sure I understand what you mean by "tempo" (as opposed to speed). On the computer, I use VLC, which increases playback speed without shifting pitch. Walking around, I use a Sansa Fuze (not +, and v2) with Rockbox firmware installed. Rockbox lets me go up to 250% playback speed without pitch shifting, and then requires +1% pitch for every additional 2.5% speed thereafter. I actually find VLC less clear than my mp3 player at high speeds, although not sure if that's because pitch increases helps comprehension or because my sound card is worse than the player or something (I guess I should test it some time).