Hello!
I am also interested in knowing more about this, I found some information about how to increase other Arduino boards sampling frequency, but there is very little about the DUE.
Jason504, thanks for this information, I was able to double the default ADC samplerate adding that to the setup() function ( but I would still need at least 100Khz ).
I bought the DUE because it had better processing capabilities, looking forward to see further developments in this part.