Good sleds are hard to find these days. Might be liability issues, since a fast sled can be dangerous for little kids. You can make a dangerous fast sled using an old pair of skis and a plastic tub "sled." Jeff Potter, chief blogger at on Out Your Backdoor wrote to me with instructions:
My brother Tim created a neat homebrew sled design. I made a couple of them for our kids for Xmas. What you do is take a plastic tub sled ($10 hardware store) and screw a pair of XC skis to the bottom of it. You can also use downhill skis---better for rough use. You can add a spacer of 1x3 firring between sled and ski to get some height for floating better over fresh snow. Use short, stout screws, Gorilla Glue (expands) and big washers to avoid pull-thru. Then glue foam-padding into the inside. This sled runs straight, smooth and far. Definitely the fastest on the hill. You'll be a big hit!
It's dangerous because you can't steer. But it's fast. Pictures and inspiration were found on Out Your Backdoor.