For example, my understanding is BIDS Slowly Changing Dimension transformation is a performance hound for large tables.
If your finding the standard SCD component of SQL slow, have a look at Todd McDermitts Kimball SCD component.
I've switched to using his Kimball SCD for a number of reasons. First of all it's faster. As mentioned in the details, it doesn't destroy the dataflow when you need to make changes. Also, it provide a wealth of auditing information. Well worth a look!
You can find it here: http://kimballscd.codeplex.com/%5B/quote%5D
We use Todds component as well, it has a few performance issues with large datasets, we did some alpha testing the v1.6 of the component and that seems to have fixed some of the perfomance issues, unfortuantely we're just waiting for the final release.