Like, extreme performance, or just parallelism? One example of parallelism: xargs -a urls.txt -n 5 -P 20 wget -nv --spider -T 10 -e robots=off. This will run up to 20 processes with 5 URLs each. It's not "efficient" but it's faster than nothing, and you get the whole feature set of Wget.
Here's an interesting read on crawling a quarter billion pages in 40 hours: http://www.michaelnielsen.org/ddi/how-to-crawl-a-quarter-bil... From my own experience crawling massive dynamic state-driven websites, even if you're trying to just grab a single page, you will eventually want the extra features.