I'm hearing a lot of issues about people having trouble getting InfoPath 2007 forms published to Forms Services on MOSS 2007 to run well. People complain that the rendering and roundtripping operations just take too darn long. There is some guidance available on how to build performant forms for the Rich Client (http://msdn2.microsoft.com/en-us/library/bb380251.aspx), and some of the concepts there would most certainly apply to forms published via Forms Services. However, here are few more tips and tricks garnered from the experts that should help you improve the performance of Forms Services in your environment.
Hope this was helpful!