For developing your speed, the heavy bag isn't the best apparatus, but you can still work on your speed somewhat with one. If you are using bag gloves buy 12-16oz gloves and use those. You'll get worked out better from the extra weight, and after a few months of using them, and getting comfortable with them, you can put on the bag gloves and be astonished at how much faster and easier you can throw wearing them now. If you don't have a training partner, try mirror fighting, the old school shadow fighting/just throwing the technique is an alternative if you don't have a full length mirror where there is enough room to workout in: You won't be able to unload the same way you do on the heavy bag where you are actually striking something. It will force you to concentrate more on snap, form, focus, and balance. While it is fairly easy to get away with being sloppy on the bag, sloppy will feel bloody miserable when mirror fighting. You will also be able to analyze your own fighting stance, foot work, guard, ect.
The preferred method IMO, is to train with experienced instruction obviously, preferably someone faster, and do work with focus mitts. Done properly, this not only helps speed, but focus, timing, movement and footwork, and defense. I just like to throw out the experienced instruction advise in these threads, in case you end up getting serious, always better to learn properly initially than to have to unlearn bad habits.