Hm, it'd be pointless to argue this point (if you think it's slow then it's slow) but I've created many a Python CLI and have never noticed them being slow to start. Perhaps it's a case of importing certain modules globally instead of on a per-function basis?
See my answer to coldtea. Yes you can organize you're code to help making it load faster but I don't think it is fast enough. Maybe my terminal is slow, maybe my machine is slow (and maybe I'm overly sensitive to the problem) but the difference is telling.
