When I see people talking about using C++ instead of their usual VBA, it's normally for security reasons (secure code, not requiring users to enable macros, etc) rather than for optimisation. A well written XLL will run more quickly than a well written XLA, but the trade-off is that it is harder and more time consuming to write. I don't use C++ myself so I can't add further comment on it.
I've just started learning C# 4; the introduction of optional parameters, not having to worry about PIA's etc... made it very appealing as an office developer, but it wouldn't be your language of choice if Excel performance is your goal.
If the speed of your VBA routines is too slow then we could have a crack at optimising them?