Thanks for the info.....
I don't think its the data connections. I only have 4 fields that are drawing data from sharepoint lists and the lists aren't that long.
I do have repeating tables and a lot of fields in the form. In fact, I created a project management gannt chart comprising of 288 text fields that are conditionally formatted to populate colors. I guess its just the nature of the form and there isn't anything to really do to improve the loading performance.
Once the form loads, then it works fine. Its just the intial load.