"theoretically", the R500s should be faster, mainly because they have less spokes, but if they're not as stiff as CXP33s they may then feel slower. Either way, I doubt you'd notice any difference.
I'd be more concerned about durability. This is obviously anecdotal, but I know a few guys who had problems with the R500s continually going out of true, and spokes breaking. These guys have been put off Shimano wheels for ever!
The r500s also get pretty average reviews:
http://www.roadbikereview.com/cat/wh...5_2490crx.aspx
Rating average: 2.73 out of 5
In other words, I'd definitely get the Mavics
Rating average for the CXP33 is 4.43 out 5, which is quite good for rims or wheels on Road Bike Review:
http://www.roadbikereview.com/cat/wh...9_2488crx.aspx