I highly recommend pugixml
pugixml is a light-weight C++ XML processing library.
"pugixml is a C++ XML processing library, which consists of a DOM-like interface with rich traversal/modification capabilities, an extremely fast XML parser which constructs the DOM tree from an XML file/buffer, and an XPath 1.0 implementation for complex data-driven tree queries. Full Unicode support is also available, with Unicode interface variants and conversions between different Unicode encodings."
I have tested a few XML parsers including a few expensive ones before choosing and using pugixml in a commercial product.
pugixml was not only the fastest parser but also had the most mature and friendly API. I highly recommend it. It is very stable product! I have started to use it since version 0.8. Now it is 1.7.
The great bonus in this parser is XPath 1.0 implementation! For any more complex tree queries the XPath is a God sent feature!
DOM-like interface with rich traversal/modification capabilities is extremely useful to tackle a real life "heavy" XML files.
It is small, fast parser. It is good choice even for iOS or Android app if you do not mind linking C++ code.
Benchmarks can tell a lot. See: http://pugixml.org/benchmark.html
A few examples for (x86):
pugixml is more than 38 times faster than TinyXML
4.1 times faster than CMarkup,
2.7 times faster than expat or libxml
For (x64) pugixml is the fastest parser which I know.
Check also the usage of the memory by your XML parser. Some parsers just gobble precious memory!