The entire application is not JITted when it is first loaded. But anything
in InitializeComponent as well as methods that this method calls will need
to be compiled. The more of this type of work that is done at app startup
the slower the application will load. In general try to do as little loading
and work as possible when the application is first starting. Obviously you
need some work to be done when the app initializes but anything that is not
absolutely necessary, and can be loaded on demand later in the application,
you might consider moving out of app startup territory. Installing SP2
should help a bit as well, if you haven't already (specifically SP2 has
improved resource loading performance). But going over your code from the
start and deciding what can be loaded at a later point and what must be
loaded at startup is probably one of the best things that you can do (aka
planning).