Better graphic card shaved 5-10 seconds off my loading time.
The loading screen stays up while the world is drawn in around you. I got a new 670 gtx and loading screens between worlds were much faster.
Now the card burned out and I'm back on my old one and it's tedious waiting on the loading screens. I also hate rushing into a location full of names and no characters because the avatars take so long to load. :P