Best functionnal language?

I have a basic knowledge of how imperative languages work and I'd like to try out a functionnal language. I've heard they are actually slower than imperative languages.
Is that true? If it is, what advantages do those languages bring and what's the most relevant fp language right now?

REAL Purely FP are the most useless shit because you can't get the result of processing your data because [b][i]MUH SIDE EFFECTS[/b][/i]