I got informed of something somewhat strange the other day. Microsoft SQLServer Express runs (connects) faster if you have a query window to the database already.
Have a freshly booted machine with only Visual studio running and your web application of choice. The time for a refresh of you web page might take 5 seconds.
Now start Management Studio and open a query window. Let it stay open.
Refresh your page and you are down to a second.
The figures might of course change but they are what I have on a dual core 2GHz 4MB machine for a project of size X and database of size Y.
I haven't checked if the same thing happens with another script editor like for instance AnySQLMaestro but guess it does. I guess it has to do with connections - as long as there is a connection to SQLExpress, it doesn't close. If so, it corresponds with the product's raison d'être, a database for applications.
I have noticed a correspondence between debug-start-delay and quality of code. I say that every second wasted waiting on debug start makes the developer unwilling to test more thoroughly and leads to more bugs in the product.
Another trick to make web debug start faster here.