Potsy, I have Marathon Supreme on one bike at 700x32 and another at 700x40(622-42 ERTO but this is the way Schwalbe sizes). It's a little mix and match at present as the 700x40 are off in favour of the studded M Winters and I took the 700x32 off in place of standard Marathons at 700x32 for the Winter as well. The studded tyres will stay on the future roster but I'll not get more standard Marathons when they wear out, I'll just run the Supremes.
So my limited direct comparisons:-
Supreme 700x40 replaced M+ 700x35, they are comfier, almost half the weight and feel a lot faster, but real world translation of that speed is around 1mph. Oh and much easier on/off.
Supreme 700x32 have been on bikes that have run everything from 700x23 to 700x40. The latest incarnation was a swap out for Conti Grand Prix 700x28. I didn't feel, or see reflected on my computer, any loss of speed in the 28 to 32 change. But I did notice a marked increase in comfort. Whereas that comfort increase is almost totally absent with the 700x32 standard Marathons(unless I run them really soft), hence why I'll just stick to the Supremes year round in future.
I have run both sizes of the Supreme on a previous bike and the 40s felt more sluggish than the 32s. It was more a feeling though as the reality of my computer said the difference never went beyond 0.5mph.
I know I've posted it before and can't remember the precise details now but I did compare two bikes at two ends of the spectrum. My Surly Xcheck in commuter mode with 700x35 M+ tyres weighing in at 35lbs plus panniers and mudguards. With my Giant with 700x23 tyres, no luggage, no guards and weighing in around 22lbs. Over my 20 mile commute my best on the Surly was about 16mph and the Giant about 18.5mph. Both bikes were running butterfly bars at the time, the Xcheck was a 9 speed hub gear and the Giant 27 speed derailleurs. The Xcheck was a comfier bike when I was tired and it was probably edging it on the comfort side when I wasn't. The Giant felt relatively much faster than the 2.5mph difference would suggest. This leads me to believe that the 'bone jarring' ride on the rock hard 700x23s created the illusion of extra speed.
That comparison wasn't scientific, or planned, just after the fact observation. I have no idea how much each individual difference made but it's not hard to take some educated guesses. I'm also aware that I may have been putting more in to get the top speeds out of the Xcheck. But this was at least partially offset by the increased comfort as the weeks commutes progressed.
Finally I did have a brief flirtation with an M+ at 700x28 and it was hideous compared to the same tyre at 700x35.