Depends on the page. If the menus, side-bars etc, are framed then probably not. Most pages probably send you the same stuff again and again. It should be faster after the initial load because the browser should have it cached, based on your browser settings of course.
You could increase the cache for the browser. Or maybe try a different browser. Opera was real fast way back when, but I dont know now. Might be worth a shot though...
www.opera.com