One thing that can really help load times for the client is to make sure the client files are contiguous on your hard drive. I use a great little program from Microsoft called Contig, its a command line utility that lets you de-fragment just the client files, I always run this after a new patch. For those who have issues with command line utility's there is a GUI version here.
Using a defrag utility like powerdefrag ~~or the default defragmentation program on windows (although I'm not sure if the default one allows you to defrag specific folders.)~~
Get PowerDefrag and watch the defragging scroll by in a command-line window instead. Almost as hypnotic, except with less of a feel for how much is left to defrag.
(But with a major bonus: you can interrupt it anytime, and still benefit from the files that did get defragged, and when you start it up again, it won't have to defrag files it has already defragged.)