Jim posted a comment the other day regarding whether it is more important to go with prescribed weight and finish quickly or go for a heavy weight and plod through. The answer is "yes". CrossFit is based on principles of building a well rounded fitness. We cater to a wide range of individuals with a wide range of fringe skills. This is why we need to train our weaknesses, sure we may sacrifice a little of one skill, that we may be superior in, so that we can improve in an area that we may not be as strong.
WOD's are designed to push athletes to their limits, sometimes we have to scale the workout but scaling does not have to meaning scaling down.
If the work-out does not push you enough then you need to modify. Increase the weight, increase the rep, increase depth, increase height, increase distance, increase rounds, and so on. Sometimes we focus too much energy on our times and miss the point of why we are actually there. This is one of the things I like about the MA WODs, these are much more focused on completion and not so much on time (unless you are Tim C. - just kidding Tim, he just likes to have his name mentioned or his picture posted). Sure, there is no question that it feels good to see the fastest time or the highest PR next to your name but in the end, you are only competing against yourself.
To answer the question of weight vs. speed, pick your goal. Occasionally, you want to focus on light weight and work on speed, other times you may want to do what we call a grind using heavy weight or multiple rounds, where the goal is completion. I can tell you that I have experienced great satisfaction both ways. The other day I did an overhead squat work-out with a weight I was not sure I could do but it was the prescribed weight, I saw many people dropping the weight down but I stuck with it. It took me twice as long to complete but I did it and it felt really good. I did not care about my time but I was really pumped that I completed something that I was unsure was within my realm.
One thing that I will tell you is "DO not TAP OUT". This is walking away from a work-out prior to completion because you feel like you cannot finish. I did this one time and it bothered me for weeks that I did that, it is psychological devastation. We all feel that urge but that is what will separate you from everyone else is that ability to finish. Scale down or modify but do not quit.