Currently, it is difficult to import the private key into bitcoin. Sipa's
showwallet branch has a new command called "importprivkey" that accepts the base-58 encoded private key. Vanitygen has been tested to work with that version of bitcoin, although it had to be restarted to get the imported vanity address to show up on the list in the GUI.
I've just pushed a bugfix, and can't reproduce the problem now. Could you try again?
PS: yes, it's quite normal your code is a lot faster - the vanity patch just tried generating random keys until a match was found, requiring generating 256 random bits + an EC multiplication per attempt. Your code only needs an EC addition per attempt.