I like being able to specify multiple home pages that automatically load when I launch IE, but I hate waiting on them to load.  I went back and forth on this until it finally dawned on me to set the first home page to about:blank.  Now when I start IE, I get a blank home page that loads and is usable immediately but I also get the rest of my links pre-loading in the background.

Also, at both home and work I use Vista so I keep an additional IE link pinned to my start menu with only about:blank set for times when I need to launch it as an administrator (for instance, when I want to administer Virtual Server).