If you are just looking up data, secondary data connections than they would probably be faster is they were SP lists, rather than access tables.
However if they are remote, and since you cannot query a secondary source unless it is a web service, then it may not make too much of a difference. If you could have this data local to the users then they would not be hit with WAN performance. SO if you could batch update the data periodically and then have their forms grab it locally that might make it better.
Sometimes it helps that rather than loading all dc's on open, that you do not query the data connections until they are needed. This way the user does not notice as much since the form opens initially faster and then the lag is broken up between field updates or button clicks, etc.