YEs, wi-fi speed is quite poor. 300KB/s over scp is 'normal'. Try to turn off ssh encryption if winscp allows it or select blowfish cipher (default is 3des I think, which is slow). You can also try ftp or wget from device, it should do ~600KB/s.

Also there were some experiments with 'overclocking' SPI bus connecting wi-fi chip to main CPU. So far it is unstable but there is some potential.