Don't "Automatically Detect Settings"!
Internet Explorer> Internet Options> Connections> LAN Settings> Uncheck the "Automatically detect settings" box
It is checked by default on a new install of Windows 7.
Why? I noticed a brief hesitation when opening a browser before it would load my homepage. It wasn't crazy long, but there was a 1-3 second pause before anything happened and I've had much slower computers work faster, so I knew something was up. I did a little googling and found this key bit of info.
Basically with "automatically detect settings" enabled, Windows will try to "detect" your internet connection settings every time you start a new browser session. This wastes valuable time, because if you are on a desktop PC at home your connection settings are probably never going to change, ever.
Note that this settings is not just for internet explorer, it effects other browsers as well, Chrome in particular, as my main browser and where I noticed the issue.