Hi Chenak.
Is this for a character? If so then this was one of the motivations behind the development of character controllers, to give 'twitch' control which is more responsive. Although character controllers have their drawbacks.
Have you tried setting the linear and angular friction to a high value and using larger forces to move your actor? I would imagine that this would cause the actor to stop more suddenly when forces are not being applied leading to a quicker change in direction when needed.
It is not a good idea to change velocities yourself too often, unless you can get away with it.
Also, have you tried to change the force mode to 'impulse', this may help too since forces are applied over many frames I think, while impulses are not.