Although there are many factors to consider, here are some of the most important ones:
Choose a “simple” protocol, for instance, OpenVPN. It might not be the most secure, but it’s certainly faster.
Test the servers offered by your VPN: Every serious VPN offers a wide range of servers. Generally speaking, the closer the server is to your location, the faster your VPN will work. Therefore, if you are in China, you might consider servers in Hong Kong, Singapore, or Japan.