Concerning usenet being much faster and less hassle than RS through jdownloader, speaking as someone who has used both methods in the past, I'd have to say the setup hassle is about the same, only with RS and jdownloader you do not have to hassle with signing up for newsgroup access.
As for much faster, RS is quite speedy. No, it is not as fast as newsgroups, but if you just practice a little bit of patience you get what you with very little hassle. A 4gb fanedit might take you a little over a day to pull down, as opposed to several hours through newgroups, but when you consider the price difference... I can wait a few hours more. Also, considering newsgroup places like giganews get the majority of their business from people wanting to use it for piracy, I'd rather not throw my money their way.