To find the fastest Debian mirrors use netselect-apt. Its simple to use. Install it first:
# aptitude install netselect-apt
Now check which servers are best to update "lenny".
# aptitude netselect-apt lenny
The fastest server seems to be: http://126.96.36.199/debian/
Writing sources.list. sources.list exists, moving to sources.list.1226001532
As you can see it updates the sources.list when its work is done.
To use ftp servers:
# netselect-apt -f lenny
To use use non-free respositories:
# netselect-apt -n lenny
Another Debian mirror locator is apt-spy, but I've never used it. Check it out if your interested.
That's about it.