Thanks for the hint, I was looking at isochronous transfers before. For me, the problem is driver support in Win7 as well as the lack of error correction in that mode.
The peculiar thing is that I can get >800 kbyte/s throughput in bulk mode, but only when transferring an empty buffer. Because of that, I figured I don't manage to move ADC data around fast enough to make the PSoC work for my application. I realize that what I am trying to do is close to the limit, but was wondering if anybody has achieved fast data transfer from ADCs.