I've never done a speed run through a game, but, at least for my Platinum team, I played through the game normally, then went back, fed my Pokemon the EV reducing berries, then properly EV trained them from there. I know that it takes me 20-30 minutes to EV train a single Pokemon, and that's with using the vitamins, Pokerus, and the "Power" items (Bracer, Belt, etc.). Since you don't have those luxuries when starting a game from the beginning, I don't imagine EV training occurs in preparation for a speed run.
But I did the whole breeding thing for my "real" competitive team.