So my family and I were playing when one of us landed on the "Go to Jail" space. They went, on their second roll to get out he rolled a double, now since we are playing the advanced game, does he roll the speed die since he is no longer in jail because he rolled a double with the white dice and then move with all three or does he just use the double white dice without the speed die? In the rules it does state not to use the speed die to get out of jail, but he did roll a double without the speed die.
According to the rulebook, you get out of the Jail if...
(2) using the "Get Out of Jail Free" card if you have it; (3) purchasing the "Get Out of Jail Free" card from another player and playing it;
Regarding the speed die:
Use the white dice ONLY when rolling to get out of jail.
Therefore, if you play the "get of of jail free" card, you immediately get out of jail and you roll to move, not to get out of the jail. Therefore, you do use your speed die, as you're already out.
Nevertheless, if you roll to get out of jail and you roll doubles, you still do not use the speed die, even if you succeed. It's just that when rolling to get out of jail, if you roll doubles you use that result as your move.
The applicable rule would be: "Use the white dice ONLY when rolling to get out of jail." The speed die is an extra die that can be used in roll. This rule explicitly states that the speed die is NOT used for a roll where a player is trying to get out of jail. When they go to make such a roll, they are in jail. Once they roll they are no longer in jail, but have already completed their roll.
I am used to the speed die from playing Mega Monopoly where the speed die is used every time the dice are rolled. The Advanced Monopoly has sometimes uses the classic two die roll and sometimes all three dice. A roll is always a single event.