The problem is not your widgets or anything. The problem that the system is killing your launcher when it goes into the background, thus requiring it to reload everything each time you go back to it after it has been killed in the background. If the launcher is not killed, the icons should be there
instantly. (Although if you rotate the orientation of the launcher, it will always be killed when you rotate it — no way around that one.)
Fortunately, there's a way to prevent this. The setting is in the LauncherPro settings menu. Then tap Advanced, then tap Memory Usage and check the box for Prevent Force-Closes.
ADWLauncher has a similar setting, though I'm not sure what the exact menu titles are.
Once you set that up, you should be able to have all the widgets you want.
