There are a ton of different finger excercises out there... Here's a few ideas.
1. Set up your guitar properly, with action as low as is comfortable for you without buzz. You'll automatically gain speed when you don't have to fight your guitar. Contrary to conventional wisdom, you can get good tone with lighter gauge strings.
2. When practicing, try to get an even, clean result with as little finger movement as possible. The idea here is economy. It's not just about speed, but efficiency.
3. Buy a metronome. It's boring, but hitting the notes in an even rhythm will make you more efficient.
4. SLOW DOWN. Start slow, and don't raise the tempo until you can reapeat a pattern, moving up the neck one fret at a time, backwards and forward, until you get to the 12th fret.
5. When it gets too boring, stop and go to something else. Focusing on speed only will drive you nuts.