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A fast integrated ADC in a microcontroller converts at several 100k samples / second for 10-bit up to 1 MSPS from e.g. Analog devices for 12-bit.
On DSPs you get sample rates up to 10 MSPS, is costs you more and stand alone ADCs can even go 1 or 2 orders of magnitude faster than that.
How many bit resolutions do you need?
What do you want to convert, audio, current sensors, optical signal..?
If it is audio you want to look at delta sigma converters, not very fast but made for this application, a general purpose ADC is a so called Successive Approximation ADC....