Had you heard that IE 8 loads pages faster than Firefox 3.05 and Chrome 1.0 on the worlds 25 most visited web sites?
IE8 is one of the fastest browsers, it loads faster on:
Checkout the video from the IE Performance Testing Lab in Redmond
Microsoft outlines its exact methodology with testing real web pages in real life in this paper: Measuring Browser Performance: Understanding issues in benchmarking and performance analysis
Interestingly IE loads mozilla.com faster than Firefox, and Firefox loads microsoft.com faster than IE.