This is meant to be an addition to the other answers that address compression, etc as factors that affect efficiency and download time.
One point that hadn't been mentioned yet is packet efficiency. I doubt most people have even come across this, so here's a brief bit of background.
Before venturing into using web services, we wanted to know the difference in efficiency between using them and using a more "standard" database connection (Such as OleDb, System.Data.SqlClient, JDBC, etc). We had our guru put packet sniffers in place to track the data streams across the network to see the difference.
We expected that using web services would be less efficient because of the binary format of the other types of connections, and the added overhead of the XML tags used to describe the data.
What we found was that the web services were, in many cases MORE efficient, at least on our network. The difference was that when were transferring binary data, some of the bytes within the packets were empty, but when sending text data, the packets were used more efficiently.
We found this interesting, and tried it while transferring different sorts of files, and found that as a rule, plain text going over the network always used 100% of the bits available in each packet, where binary transfers often had unused bits. Why this is, I couldn't tell you, but several experiments bore this out.
Several comments on the question seemed to dismiss this as an obviously flawed question, but it's really not. Even though the amount of data remains the same, the efficiency of the pipe, matters as well.
Because I can't resist making analogies that a non-IT person would understand:
A single shelf in a freezer in a grocery store has x amount of space, yet you can fit more gallons of ice cream on a shelf if the containers are square than you can if they are round, because of the wasted space created by using round containers. Our tests, although counter-intuitive at first, told us what any grocery store stocker could have told us.