It really depends upon the source data. It's not just about duplicate data, it's also about what sort of data you're using to report on. For example, a city name might occur in 2 different states in a country, so you need to let Transformer know that by setting uniqueness at the correct level. If in this case, you set the City to be unique but still choose to go with Maximize Data speed, Transformer will not inform you of the uniqueness violation and you will have incorrect data to report on.
If you're very, very sure that there won't be uniqueness violation, then you can use Maximize Data Speed.