I found this http://www.youtube.com/watch?v=3PeGbMvpz4M while researching GameMaker. It seems to perform very well.

For the interested, this is how the examples were made http://www.youtube.com/watch?v=FTWeRh81AXc

Also, they seem to have a compiler which should speed things up http://www.youtube.com/watch?v=BPJ4hCfTZEM