What is the best way to reload data in MongoDB
I'd recommend looking into pre-splitting and/or using a hashed shard key to do the insertion and stick with dropping the collection (with remove you are basically doing a delete for every write, so it will always be slow). The hashed shard key is usually the easiest one to get started with. 

If you are looking to measure write throughput then each of those approaches (when done properly) will allow you to utilize all available shards immediately rather than hitting one shard first, waiting for the balancer to move data etc. (also, if you use a monotonically increasing shard key then you will only ever write to a single shard - see the three pitfalls posts for good descriptions of all that).