Is the closest distance between two cows a straight line?

Was downloading the extremely advisable Irfan Image Viewer tonight from tucows.com, and suddenly was struck by a thought which I have thought of before, but never really openly blogged about.

Is it really better to choose a closer server? Is choosing within your own country a better option than closer across borders?

From Edmonton, I had the option to download from these Canadian destinations:

• MTS Advanced Inc.(Manitoba Telecom Services) Winnipeg, MB
• Centre for Distance Learning and Innovation (CDLI) St. John's, NF
• Nexicom Inc. Millborook, ON
• KWIC internet Simcoe, ON
• Persona Communications Sudbury, ON
• Look Communications Inc. Toronto, ON
• Island Services (ISN Internet Incorporated) Charlottetown, PE
• Access Communications Regina, SK

I chose the Regina option, and as it downloaded (quickly enough, Irfan isn't a huge program which is why I use it) I got to thinking on the subject. Would the Winnipeg connection possibly be faster (ignoring respective server speed) just because of how the internet backbone runs? Meanwhile the American list looks like this:

• ACS Internet Anchorage, AK
• Aspect 1 Internet Services Phoenix, AZ
• mintac.net Wilmington, DE
• Host.net Miami, FL
• NetNITCO Internet Services Hebron, IN
• Mid America ISP, Inc. Marshalltown, IA
• Quantum Connections, LLC Benton Harbor, MI
• The e.Lib, Inc. Concord, MI
• CMSInter.Net LLC Mt. Pleasant, MI
• MV Communications Londonderry, NH
• NYI New York, NY
• FIRST USA, Inc. St. Clairsville, OH
• epix Internet Services Dallas, PA
• The Planet Dallas, TX
• WhiteHorse Communications, Inc. El Paso, TX
• Westlin Bunker Datacenter Houston, TX
• West Central Net San Angelo, TX
• Internet Texoma, Inc. Sherman, TX
• Mirrors @ TDS Internet Services Madison, WI

So if I chose the Texas options? Might they be faster? Is it quicker to go from Winnipeg, which is 1197 km away in the same "country", or from Marshalltown Iowa, 1989 km away across an international border? Would it change if I was downloading from 929 km away Billings Montana?

Inquiring minds want to know.