What version of the provider are you using? The 01.00.04 version contained significant performance improvements with respect to role synchronization.

I'm not sure how much more it can be tweaked now but I'm open to suggestions. At work the main intranet uses a commercial product that also does Windows authentication. In IE 7 I've got two tabs for the home pages (the main intranet and our department specific intranet running on DNN). Time to load both pages is very close with the DNN one being slightly slower. When I've tested the DNN site with Fiddler it normally takes something like 2 ms (I haven't looked in a month so the exact time escapes me) to do the actual authentication. Where the rest of the slow down is occuring I'm not sure and haven't had time to dig deeper. I guess because the commercial version and the AD Provider are running so close I've subconciously written it off as "normal" for Windows authentication.