My experience has been that when a DX takes a long time to load - there are too many elements in the exchange for it to be useful. I'd recommend filtering out unneeded elements back at the source - so if you're going from Revit to DX, then turn off unwanted categories, and apply other view filters so you just have the minimal stuff you need. Loading will be much faster. As a rule of thumb, I'd try to keep the exchange less than 30,000 elements, but even lower than that will speed your workflow up more!
Note that if you have a small number of elements, and you're STILL seeing long load times, there may be some problematic data in there. Let us know - and we could try to help debug with you if you can share the exchange.
