What router are you using? Many are able to understand uPnP to automatically set up port forwarding. It's a setting to enable in uTorrent. I think it defaults on, though, so if it's not working already, you'll probably have to do it by hand.
Portward.com has details on many routers.
As hinted at above, some ISPs throttle P2P, others advertise a peak DL rate, but only guarantee a lower "sustained" DL rate.
Also, sometimes uploading slows down DLing, especially if either are close to their max sustained rate. So some torrents recommend DLing only, then ULing only to get around this. Others recommend ULing as high as possible to "match" with as many high speed peers as possible (assuming you don't have this limit). Also, if you have this limit, portforwarding can only connect you to more peers, those that don't have portwarding either; you won't get the "matching" speed boost.
As dafelandry hinted, P2P has more overhead for the DLer than straight http/ftp. So as long as the http host can support your max bandwidth, you'll actually get the stuff faster with that than P2P. OTOH, if the host can't, or doesn't have it, P2P is a way to get the most.