1/250 is the fastest you can get with your camera- it is the physical design of the focal plane shutter itself and not the sync or flash unit that gives you this limitation. If you force it to sync faster (like with a PW or another wireless device), you will get dark lines at the top and bottom. Shooting in ambient light with fill flash, this might be a big problem (the top and bottom will just be the background with no flash.
A few ways around this: use a camera without a focal plane shutter. Cameras like the D40 or D70 use an electronic shutter, and so have no problem syncing up to 1/8000. Alternatively, you can get a camera with a leaf shutter in the lens. No Nikon or Canon DSLR will let you do this: only some compacts and some MF cameras.
You could use a fast sync speed with a Nikon flash. This lets you use a faster shutter speed by adding more light pulses when the shutter is travelling. This is easy, but cuts down on power really fast.
Finally, you could just rely on flash units alone and rely on the flash pulse duration to control your shutter speed. If all of the light is coming from the flash and the pulse only lasts 1/1000 of a second, then it doesn't matter if your shutter speed is 1s or 1/200s- the rest of the time outside your flash pulse won't add anything. Typically you would do this by using your flashes at a lower power (1/8th power or below) and stopping down heavily to cut down on your ambient. Then you need to add as many flashes as necessary to get the right exposure. Your shutter speed is irrelevant then, but you need to properly sync the flashes to make sure they all go off at the same time: the su-800 or PW should be ok for this.