I use OpenDNS on all my home and business machines, along with most of my client's, and I haven't had that experience.
One thing that may be creating a problem for you is that OpenDNS requires you to include "dot something" when you enter a URL. Example: If you just enter
google you'll get the OpenDNS search page. If you enter
google.com then you will go directly to the Google homepage. And
yes, this was done for security reasons.
Firefox defaults to dot-com if you don't include it. Many popular sites (Project Gutenberg, etc.) are not dot-coms. And a lot of people who are up to no good know that. By requiring you to explicitly enter the top-level domain name you won't be inadvertently sent to the wrong site with possible bad consequences.
As far as performance goes, I haven't noticed a huge boost in browsing speed. But OpenDNS is more responsive than the nameservers my ISP (AT&T) provides. I actually use OpenDNS as my primary and secondary DNS - and AT&T's as my tertiary just in case OpenDNS is unreachable. That way I'm pretty much guaranteed access to a nameserver no matter what is going on.
Can't comment on your issues with MySpace since I don't go there if I can possibly avoid it. Not knocking it. It's just not my thing.

Cheers!