Fastest possible way to read data into arduino?

As CMiYC says we need more info, but as a general comment your comms shouldn't take up too much of the processor's time if you use the hardware IO and interrupts, a quick write to a register and the character is on it's way, meanwhile you are free to do other stuff.

Can i read several digital input pins at once or only one after the other?

You can read 8 at once as long as they are on the same port.

How fast can a serial connection between two arduinos be?

With SPI up to CLK/4 which is 4Mbps.