IIRC the RDTSC instruction is very slow, on the order of 50 cycles. In
addition, I like having deterministic generators so that
hypothetically I could reproduce any result.

In my chess program I use a modified version of Agner Fog's Ranrot.
It's very fast and very random. There's a paper on his site on the
theory behind it:
http://www.agner.org/random/theory/ (the first link).

You can see the actual generator I use here:
http://zct.cvs.sourceforge.net/*checkout*/zct/zct/rand.c?revision=1.2
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