Sounds like many of you do what I do while checking stats. I usually have four windows open in my browser, and switch between them as the slower stats pages load.
My pet peeve at the moment is Affiliate Lounge. Though they have a nice stats interface, it uses a Java applet that always freezes my browser window if it happens to be in the background. So, when I hit their site, I have to wait there instead of multi-tasking.