There is one feature of yum in Fedora 9 I was not aware of: if, during an installation, you feel unsatisfied with the download rate provided by the current mirror, you can just hit Ctrl-C once, and yum will cancel the current download and try the same file from a different mirror.
(6/7): blabla.fc9.x86_64.rpm (30%) 23% [========== ] 11 kB/s | 384 kB 01:47 ETA Current download cancelled, interrupt (ctrl-c) again within two seconds to exit. (6/7): blabla.fc9.x86_64.rpm | 1.6 MB 00:02