Use robocopy from a command prompt.

If you move a lot of files in Windows Explorer using drag and drop or copy/paste you'll notice the progress dialog takes forever to figure out what to do. All of this time nothing is being copied.

robocopy starts copying file immediately AND it can restart a failed copy. For instance, to copy an entire USB stick (say drive E:) to your desktop, you can use:

robocopy E:\ C:\Users\me\Desktop\USB_COPY *.* /z /tbd /eta

This works for network shares as well, which are notoriously slow.