If you set the background colour at the start of your draw() method to something transparent, that will achieve motion blur relatively inexpensively.The  hashgrid example in giCentre Utilities uses that approach:

using a transparent bg color doesnt work.
you should use a transaprent fill color with a rect as big as the background.
like this :

1. 
   void setup() {
     size(600,400);
     smooth();
     noStroke();
     background(255);
   }
   
   void draw() {
     fill(255,50);
     rect(0,0,width,height);
     fill(0);
     ellipse(mouseX,mouseY,10,10);
   }
   
   

You are right (this is what the HashGrid example does). I should have been clearer in what I meant be 'background'.

I don't think this will work for me because the background of my sketch is an image that can't be transparent...

You can set the background image transparency using 

PImage img;

void setup() 
{
  size(400,400);
  smooth();
  noStroke();
  img = loadImage("apple.jpg");
}

void draw() 
{
  tint(255,10);
  image(img,0,0,width,height);
  fill(0);
  ellipse(mouseX,mouseY,10,10);
}

The BLUR filter is indeed very slow. I've used the code from this thread because I ran into the same problem and I found it to be a little faster (but still kind of slow). Perhaps it can be of use. Also, the slowdown is directly related to the size of the to-blur-canvas. Perhaps you could optimize this by shrinking => blurring => blowing up. In fact, this process already has a blurry effect. Finally, does the motion blur of all objects look the same (like in Jo Wood's screenshot)? Because then perhaps there are ways to pre-render / fake it through the use of a PNG or something.