Just learned two days ago from Gmail's official blog that they have improved the loading time for the pop up window. I went ahead and tried it and I was satisfied. And here are the latest tips:

(i) If you're reading an email and want to save it for later, can click the "New window" link in the upper-right hand corner of the conversation view.

(ii) When writing a message, hold the "Shift" key while you click on the Compose Mail, Reply, Reply All or Forward links and you'll get a new window for your new message. (Holding the "Shift" key while typing the keyboard shortcut — in other words typing "C" "R" or "F" — has the same effect.)

(iii) When reading a mail, hold the "Shift" key while you click on a message to open the conversation in a new window. (Same effect for the "Shift" key and the "o" or "Enter" shortcuts.)

Unfortunately, these tips don't work in Internet Explorer, so to see the speed-up, you'll need to be using Mozilla Firefox, Apple's Safari, or Google Chrome.