You don't say what map size you are using. The bigger the map, the slower it gets. The game speed can also have an effect, especially Marathon which alters the balance for build time of units vs. building buildings and research times and such (units are effectively cheaper since the ratios with Standard speed is doubled cost, but for buildings and most other things it it tripled). The main factor is usually the number of units in the game and a marathon speed game typically has more units than any slower speed on the same map size.
So two things to speed the game up some: drop down a map size, or play at epic speed. Both would be even faster.
There are mods that speed things up. The entire purpose of the CAR mod is to make it faster: in the late game it usually trims off at least 10%, and maybe a little over 15% if you are lucky. The BBAI mod also has a bit of a speed boost: it includes most of what the CAR mod does to speed things up, and maybe a few other things, in addition to making the AI smarter.
