One thing we have seen recently in support is several cases where security products can slow down the loading of projects into Project Professional 2007 both from mpp files or from Project Server 2007 connections. An example of this is McAfee Host Intrusion Prevention, and we have seen this make projects load up to ten times slower. We are working with McAfee to see if there is a workaround for this and I would certainly not suggest disabling any security products on your servers. It might however be worth testing in a secure environment if you think your speed might be affected by something like this - if only to eliminate it as a "suspect".
I'm hoping we may just need to exclude something and things will speed up - if anyone has experience of HIP and can give me pointers I'm happy to talk.