Depending on the class, they're probably slower when the card is in your phone than when it's in a card reader built into or otherwise connected to your computer.
How much slower? SD Card Speed Test, the free version of the Adobe Air-dependent SD Card Tester, can answer that for you. The app has been discontinued in favor of the paid version and is riddled with typos, but it still works well. Class 10 cards may not be properly identified due to the age of the app, but the read/write speeds should be correct.
All you need is 200MB of free space on your card so that a quick test can be run (you'll reclaim the space as soon as it's done) and about a minute's worth of patience to find out the speeds in your EVO. Just open the app, press the "Start Test" button on the bottom, and then hit the "Restart Test" button if you want to double-check the results.
SD Card Speed Test is no longer available in the Market, but you can find an early version of it at the link below. You could also just shell out $2 and get the paid version.
[xda-developers]
