A rule of thumb from my early days on the Internet (circa 1994) that I have believed to this day is that there is a small but noticable difference in the time taken to download via FTP versus HTTP, due to the extra overheads associated with the hypertext protocol. Being unable to find anything definitive on the Googlenet, I decided to do the experiment.
I placed a 10,122,564 byte file on my ISP's web server, and proceeded to download it using NetTransport via first HTTP then FTP. My connection is 256/256 kb/s DSL.
HTTP: 7m 12s
FTP: 7m 15s
(If you naively calculate how long it should take to send that file on that speed link you'll come up with a touch over 5 minutes, if you ignore the overhead associated with encoding data over DSL.)
I'd say that's close enough to be called a dead heat. From now on I'll be using whatever protocol's most convenient.
Addendum (29 Mar 2005): Technically, there shouldn't be much difference. FTP has a slightly more involved initialisation process, but after that they are both just transferring identical bytes.
Some notes regarding speed changes
This is as convenient a place as any to note any changes in my broadband speed.
15 Nov 2004: My ISP changed their ADSL configuration to turn interleaving on, and increased the data rate (to counteract the ATM overheads) to 320,000/320,000 bits per second. The time for this test has been reduced to 6m 25s (HTTP).
2 Feb 2005: My ISP increased my speed (for free) to 5,408,000/928,000 (ie. 5.5Mb/s down,1Mb/s up). The time for this test has been reduced to 0m 19s (HTTP). I guess I'll need to use a larger file if I want to compare FTP and HTTP again.
15 May 2005: After my ISP modified their DSLAM settings my speed was changed to 5,984,000/928,000 (ie. 6Mb/s down,1Mb/s up). The download time is now 0m 16s (HTTP).
30 July 2008: After buying an ADSL 2+ modem I moved up from ADSL 1, changing my speed to 8,232,500/1,021,200 b/s.