why use OFDM, not PSK/QAM for high speed data transfer
Direct conversion of a 1Gbps baseband signal using say PSK/QAM is prone to wideband fading, group delay distortion, ISI, TV ghosting etc.  Even if you reduced the symbol rate by N amplitude and phase levels which you can also do in ODFM, the wide bandwidth of a single carrier suffers more distortion and loss of SNR than multiple sub-carriers.

OFDM reduces the bandwidth of each channel by the # of mux'd sub-carriers plus a guard band, so the channel interference is significantly less.  The symbol rate is also much lower with multiple channels, making low cost DSP realization possible.

ODFM is double sideband and some HDTV offers better spectral efficiency and lower error rates for same CNR using 8VSB (vestigial SB is nearly single sideband) preferred in America for over the air broadcast, while Europe seems to prefer COFDM. 

But since your question is wide-band related (>0.5Gbps) depending on medium and your application, you may want to pursue http://en.wikipedia.org/wiki/Ultra-wideband.