It might just be that I am being more patient than you - but what I see is that it takes up to 30 seconds to connect. I'm not sure why.
I think it might have something to do with the router or the encryption or the fact that my SSID is hidden.
If I open the Wi-fi settings immediately after turning on, I can see my neighbour's router almost immediately - yet mine shows as being out-of-range. After a couple of scans, it detects my router, and connects.
My router is a Dlink DIR-615 Rev B, and I use WPA/WPA2 PSK with a hidden SSID