WELCOME ABOARD!
Yes, slow loading times are something we all have to live with in a huge supermod like GWX. Did you know that Stock SH3 takes up 2.4 GB on my hard drive, but with GWX installed it's 6.6 GB? GWX by itself is almost twice the size of SH3! Of course I've got a lot of music in the gramaphone; that's a part of it.
But, as has been said, it's well worth it.