One thing that's helped my BrainKing page loading: preventing 400 or so smiley files from having to be re-downloaded from nearly every page I visit here.
In IE7: Tools --> Internet Options --> General --> Browsing History --> Settings --> Check for newer versions of stored pages
If "Every time I visit the webpage" is currently checked on your system, you might want to consider changing that to: "Every time I start Internet Explorer".
I suppose it's possible that something similar could help users of other browsers.
I suppose it's also possible that I'm just an idiot...and no one else would ever set up their browser the way I did!
wetware: I wonder if there is something similar in Firefox? I looked under Tools -- Options, but didn't see anything. I may not be looking for the right thing though.. lol..