I have problems with uTorrent. It limits my speed to about 20KB/s. I've given it quite a few chances, but it just doesn't want to go above 20KB/s. It thinks my internet connection is too fast for my hard drive, and limits my speed.
No problems with Azureus though, downloaded the same torrents in a breeze at 1.6MB/s.
I believe uTorrent limits your download speed if you set a stupidly low upload speed for it, could this be the problem?
Another vote for µTorrent.
Way back I used Azureus but changed to µTorrent and never looked back.