I have never been snow tubing, or even head of it. When I going sledding, which I haven't done for two or three years, I like to use a sled with a steering wheel. That way, when you are going down the hill at high speeds, you can turn the wheel sharply and you will go flying off and bash your head on the ground. Another bonus, is that if you are aiming for a jump, but end up sliding to the side so that you will miss it, you are able to just steer back on course on hit the jump.
I saw a TV show a while ago that tested a bunch of different sleds (like toboggans and saucers) to see which went fastest. The one with one with there steering wheel, which I can't remember what those things are called, ended up being the winner.