Another simple way to speed up your desktop is to install preload. According to Wikipedia, this program uses Markov chains to guess what libraries you are likely to use next and loads them into memory when the demands on your system are low. This is especially useful at bootup because you know you want to load libgtk-x11 among others. It should also learn which programs you use most often and load them while idle.
It would be nice if it loaded these libraries when hovering over a launch icon like some other OS, but that would require desktop integration and is thus a task for GNOME/KDE and the distros.
Anyway is is just a simple install:
sudo apt-get install preload
Enjoy!