Update
After extensive work by Matt Dowle parallelizing and adding other efficiency improvements, fread is now as much as 15x faster than write.csv. See linked answer for more.
Now data.table has an fwrite function contributed by Otto Seiskari which seems to be about twice as fast as write.csv in general. See here for some benchmarks.
library(data.table)
fwrite(DF, "output.csv")
Note that row names are excluded, since the data.table type makes no use of them.