Pretty straightforward to test.

With random labels under amazon.com:

OpenDNS:

  [4:55pm:~] DIVISION:tqbf [0:1]% nsping -z amazon.com 208.67.222.222
  NSPING 208.67.222.222 (208.67.222.222): Domain = "amazon.com", Type = "IN A"
  + [   0 ]    55 bytes from 208.67.222.222:   29.254 ms [    0.000 san-avg ]
  ...
  + [  35 ]    55 bytes from 208.67.222.222:   28.894 ms [   43.104 san-avg ]
  ^C
  Total Sent: [  36 ] Total Received: [  35 ] Missed: [   1 ] Lagged [   0 ]
  Ave/Max/Min:   43.104 /  232.379 /   24.222
  

Google:

  [4:56pm:~] DIVISION:tqbf [0:1]% nsping -z amazon.com 8.8.8.8
  NSPING 8.8.8.8 (8.8.8.8): Domain = "amazon.com", Type = "IN A"
  - [   0 ]   100 bytes from 8.8.8.8:   71.366 ms [    0.000 san-avg ]
  ...
  - [  27 ]    99 bytes from 8.8.8.8:   61.967 ms [   86.705 san-avg ]
  ^C
  Total Sent: [  29 ] Total Received: [  27 ] Missed: [   2 ] Lagged [   0 ]
  Ave/Max/Min:   86.705 /  223.928 /   48.951
  

AT&T, via my home router:

  [4:57pm:~] DIVISION:tqbf [0:2]% nsping -h www.amazon.com 192.168.1.254
  NSPING 192.168.1.254 (192.168.1.254): Hostname = "www.amazon.com", Type = "IN A"
  + [   0 ]    48 bytes from 192.168.1.254:   48.595 ms [    0.000 san-avg ]
  ...
  + [  20 ]    48 bytes from 192.168.1.254:   34.261 ms [   36.207 san-avg ]
  ^C
  Total Sent: [  21 ] Total Received: [  20 ] Missed: [   1 ] Lagged [   0 ]
  Ave/Max/Min:   36.207 /   59.454 /   30.943

But, note the + in front of the OpenDNS result, which means we didn't get NXDOMAINs for random names, which is, all due respect, some bullsh*t right there. The results just for "www.amazon.com", which read straight from the cache and don't measure the performance of the recursive fetch:

OpenDNS:

  Total Sent: [  21 ] Total Received: [  19 ] Missed: [   2 ] Lagged [   1 ]
  Ave/Max/Min:   25.740 /   65.835 /   22.402

Google:

  Total Sent: [  21 ] Total Received: [  19 ] Missed: [   2 ] Lagged [   0 ]
  Ave/Max/Min:   36.985 /   64.553 /   33.540

AT&T:

  Total Sent: [  21 ] Total Received: [  20 ] Missed: [   1 ] Lagged [   0 ]
  Ave/Max/Min:   36.207 /   59.454 /   30.943

In case you're interested, compared to running dnscache on my local host, which is what I do normally:

  Total Sent: [  14 ] Total Received: [  13 ] Missed: [   1 ] Lagged [   0 ]
  Ave/Max/Min:   55.592 /  220.798 /   36.061

Third parties are faster, for obvious reasons (they have much better network connections, and using them minimizes roundtrips over my crappy network).

You can run these tests for yourself trivially. Just install nsping. I'm fond of it, despite how horribly coded it is.