I want to draw single faces instead of xna models because it's too slow.
But I don't know what the difference is between
Which one is the fastest method? And what are the indices good for?
The simple answer to your question is that the "User" versions are a fair bit slower on the CPU because they have to transfer vertex data to the GPU (via the driver and the bus) each time they are called.
The non-User versions use vertex and index buffers that already exist on the GPU (you put them there at load time). They have considerably less data to transfer, so they are faster.
The "User" and "Indexed" versions will also each have a performance impact on the GPU. This impact is relatively tiny. Generally speaking you don't need to worry about it.
The User versions exist because they are faster when your data changes each frame. There is also DynamicVertexBuffer which can be used with the non-User version of the draw functions. I believe it is slightly faster than the User methods in cases where you can pre-allocate the buffer at the desired size.
The Indexed versions allow you to select vertices out of your vertex buffer using an index buffer (so triangles that you draw can choose vertices at any position in the vertex buffer). The alternative is that your vertex buffer is simply interpreted as as sequential list of triangle vertices (based on PrimitiveType). The main reason for the existence of index buffers is to remove the need for duplicate vertices in your vertex buffer (which would require additional memory and processing on the GPU).
BUT...
XNA's Model class internally uses DrawIndexedPrimitives. Not only that, but it uses it correctly (ie: it doesn't draw single faces - but as many as it can at once - for the best performance). So if you are finding that it is slow, then your problem lies elsewhere.
I suggest trying to diagnose the reason why your game is performing poorly, before trying to select a "solution". Maybe ask for help doing that in a question here (or on https://gamedev.stackexchange.com/).