It's obvious that shortest by distance isn't always the fastest, but how do navigation systems build a faster route?
Most navigation systems know more about a road than just its location. By looking at other road attributes (included with map data), your GPS may be able to build a route using larger roads with faster travel speeds.
In real-world situations, road maintenance and traffic congestion can reduce speeds on larger roads. Some GPS models can use data on current road conditions (from a traffic data receiver) to calculate better routes.