Evaluating Bessel functions for complex arguments is an expensive undertaking in general. I haven't checked yet, so does MATLAB already support fast complex evaluations of Bessel functions? (I believe their implementation was only limited to real arguments.)
In case a fast routine is really needed, can you give typical ranges for both the real and imaginary parts? A different method of evaluation is often done in the small and in the large (real or imaginary part) cases.