We are also experiencing a 1-2 second delay when making basic web connections (client request) with the WIFI shield. Using version 1.0.3 of the Arduino IDE because when we upgraded the firmware of the WIFI shield to use IDE 1.0.5+ it wouldn't work at all, so we downgraded. The server is returning the response almost instantly and the data being sent is just 48 bytes. Where is the 1-2 second delay in the WIFI shield firmware/software....how can we remove it. We basically want to be doing our normal loop() code until some data is available back from the web request -- we can't have the arduino stalling entirely for several seconds waiting for a web request to return.
Any help would be much appreciated.