Ok so finally getting the testing done on this.

So far I am finding OPENQUERY to be a slower method. Are there particular things I should be utilizing in order to accomplish this? I am simply starting off with the basic insert script of

select column1, column2 from openquery(sourceserv, 'select column1, column2 from table') as t1

LEFT JOIN destinationtable as t2

on t1.key = t2.key

where t2.key is null.

It is taking quite a long time to accomplish but perhaps I am not using the best method here?