I've just started running Vim under cygwin via puttycyg. I find this much better than gVim under windows ;)
Anyway, the fugitive.vim plugin causes Vim to take 15-20 seconds to startup. After Vim has started, everything seems normal. I can use fugitive.vim as normal from that point on.
What could be the cause of this slowness? Something to do with cygwin I bet... Any ideas?