By mega do you mean the Mega Blaster of the Void? Weapon speed does matter, to some extent. When you're auto-attacking an enemy with normal attacks you can use a skill without interrupting your auto-attack - you can fire both skills and normal attacks at almost the same time.
If you're using a Mega Blaster (weapon speed 1.0), you fire 60 shots in 1 minute. During this time you can use all your skills but still fire 60 shots nearly uninterrupted. Even when you use skills you still do an average of 12,150 damage. Of course this is excluding enemy armor, and therefore isn't effective damage.
If you're using a Sunblessed Bow (weapon speed 0.85), you fire 70.59 shots in 1 minute. You can still use all your skills and fire 70.59 shots. With skills + normal attacks you do an average of 15,325 damage, excluding the factor of enemy armor.
Point is, skills do matter and normal attacks do matter when they add up over time. But in the end, a weapon with high damage counts the most and is primarily what you should be looking for. There's a lot of other factors too such as firing distance (you can hit enemies farther away with Void than Sunblessed). Crit values are also extremely important.
In my opinion, look for weapons with good stats in the following order:
4. Everything else