I learned from a link on scottgu's blog that you can add /nosplash to a Visual Studio shortcut to improve the load time. Similarly, you can also add /nosplash to the SQL Management Studio shortcut to improve its load time.
"C:\Program Files\Microsoft SQL Server\90\Tools\Binn\VSShell\Common7\IDE\ssmsee.exe" /nosplash
That's an example of a shortcut target with the /nosplash added.