Some speed of sound comparisons with other mediums:
The speed of light in a vacuum is 299,792,458 meters per second or 186,000 miles per second (669,600,000 mph), which is approximately 870,000 times the speed of sound. The difference between the speed of light and the speed of sound is why you usually see lightening before you hear it (unless you are struck by it, in which case it may be simultaneous!).
Comparing sound in air with sound in other gaseous mediums, the speed of sound in helium at 0°C is approximately 972 meters per second (m/s), or about three times as fast as in air. Sound travels even faster in liquids and solids than it does in gases because of their greater density and lower compressibility. Factors which affect the speed of sound in solids and liquids include the materials' ability to compress under pressure, also called its elasticity, and is measured by their bulk modulus (along with other properties not mentioned here). Elasticity in linear objects, such as rods or vibraphone plates can also be measured by Young's modulus. Measurements in solids are somewhat more complicated, as they are affected by the shape of the material and also the fact that both longitudinal and transverse waves may propagate. Hence a variety of measurement mechanisms exist.
Sound in 20° C water travels ~1482 meters per second, while sound in stainless steel travels at ~5800 meters per second. The bulk modulus for water is 2.15 K, while for stainless steel, it is 163 K, meaning the steel is about 80 times harder to compress and therefore conducts sound more efficiently and quickly.
Modern navies depend heavily on being able to predict the precise speeds of sound for varying water temperatures using their SONAR echo-location systems. SONAR=sound navigation ranging.
If you have ever lived in an apartment with shared walls and a party happening next door, you are no doubt aware that sound waves can transfer from one medium to another and back againin this case the waves propagate from their air to the rigid wallboard and studs, and then to your air.*
Techno-factoid: Snell's law describes the refraction of sound or light as it passes through an interface between two materials of differing sound speed. This is why your tropical fish, when you go to net them, aren't exactly where you think they are as the light passes from air to glass to water. Speaker designers are very aware of this property in sound, as it effects the propagation properties of their speakers.
*A wide variety of sound isolation products and construction techniques attempt to mitigate this sort of transfer, which is particularly important for recording environments. For introductory sound treatment and conditioning information, browse Auralex's Acoustics 101 primer.