Are you all on the same carrier? I would assume it would be a carrier/networking delay initially if you're on different carriers. But I use Handscent SMS for group messaging and haven't had any issues with iPhone or Android users. Might try that to see if it affects the delay. I wouldn't think it would help though.
Also, if the person that's sending the message is on an iPhone as well, then your friend that's on an iPhone is probably receiving it through iMessage, not SMS, so he's definitely going to have less of a delay that way since it's just using data/IM and not the carrier's SMS system.