TweakDUN: Improve the speed of your dial-up connection by adjusting the Windows 95 MTU. TweakDUN also lets you create and edit a host file, which can dramatically speed up Web browsing: Instead of contacting a domain name server to look up every IP address, your browser will cache them on your hard drive.
There are so many things that can slow web apps down, and even if you cache and optimize your data feeds, move the heavy lifting from the server to the client and all of the other things that smart app developers have been doing, you still will bump into the limitations of the browser.