Facebook has a great mirror site for the CentOS ISO’s.
Another fast mirror is the USC Linux Users Group Mirror: http://mirrors.usc.edu/pub/linux/distributions/centos/5.5/
This has been one of the fastest mirrors I have found for CentOS. It’s nice to see a social networking site giving back to the Linux community.
If you access the Internet through a proxy, then you’re out of luck… Another option is to create a mirror server on your LAN.