If you want to see how the various in-browser Javascript engines stack up, install Safari 4 (yes it runs on Windows now too!), Chrome V8, Firefox 3.5, and IE 8 (if you are on windows) and run the benchmark:
http://www2.webkit.org/perf/sunspider-0.9/sunspider.html
I believe as Pointy said above, the new Firefox 3.5 uses TraceMonkey that also compiles to intermedit code on the fly using some form of JIT. So it should compare to V8 somewhat favorably. At least it won't be 10x slower than V8 like Firefox 3 SpiderMonkey (without JIT) was.
For me... safari 4.0.3 was 2.5x faster than Tracemonky in Firefox 3.5.3 on Win XP. IE8 was much much slower. I don't have Chrome installed at the moment.
Don't know about Rhino compiling to java bytecode. If it's still interpreting the dynamic features of Javascript such as being able to add attributes to object instances at runtime (example obj.someNewAttribute="someValue" which is allowed in Javascript)... I'm not so sure that it's entirely "compiled" to bytecode, and you might not get any better performance other than you don't have to compile from Javascript source code text every time your Javascript runs. Remember that Javascript allows very dynamic syntax such as eval("x=10;y=20;z=x*y"); which means you can build up strings of code that get compiled at runtime. That's why I'd think Rhino would be mixed-mode interpreted/compiled even if you did compile to JVM bytecode.
The JVM is still an interpreter, albeit a very good one with JIT support. So I like to think of Rhino-on-JVM as 2 interpreter layers (interpreter-on-interpreter) or interpreter^2. Whereas most of your other Javascript engines are written in C, and as such should perform more like interpreter^1. Each interpreter layer can add 5-10x performance degradation as compared to C or C++ (ref Perl or Python or Ruby for example), but with JIT the performance hit can be much lower on the order of 2-4x. And the JVM has one of the most robust & mature JIT engines ever.
So your mileage will definitely vary and you probably would benefit from doing some serious benchmarks if you want a real answer for your intended application on your own hardware & OS.
Rhino can't be too awfully slow, since I know lots of folks are using it. I think it's main appeal is not its speed, but the fact that is easy-to-code/light-weight/embeddable/interpreter that has hooks into Java libraries, which makes it perfect for scripting/configuration/extensibility of your software project. Some text editors like UltraEdit are even embedding Javascript as an alternative macro scripting engine. Every programmer seems to be able to stumble through javascript pretty easily, so it's easy to pick up as well.
One advantage to Rhino is that it runs pretty much anywhere the JVM runs. In my experience, trying to get stand-alone TraceMonkey or SpiderMonkey to build & run from command line can be a bit painful on systems like Windows. And embedding in your own application can be even more time consuming. But the payback to having an embeddable language would be worth it for a big project, as compared to having to "roll your own" mini scripting solution if that's what you're looking to do.
Scripting with Rhino is really easy if you have Java and the rhino jar, you just write your javascript and run it from command line. I use it all the time for simple tasks.