Ooof... good question. Disclosure: I hate the way WP handles URLs. It's easily one of the most myopic, convoluted, and inefficient parts of the application, so I don't have high hopes of being able to customize it. I consistently recommend MODX as a CMS if you need flexibility with URLS: its architecture is much more mature and flexible.
But to your question: You can edit the settings for each post-type inside its definition, under the URLs tab. Whether or not WP will obey these settings is a whole other question, but that's where you can start.
If speed is your priority, turn off permalinks. But if speed is your priority, you'd again want to look at a different system because WP is fairly slow and it can gobble up RAM for the huge number of PHP functions required to display a basic page. For quick comparison, serving a basic page with WP took me about 3000 function calls and about a half a second (measured using xDebug). Serving the same page in MODX took only 300 function calls and it rendered in less than a tenth of a second.