This is with animated gifs for me, but really it is just because it takes the banner server some time to retrieve the banner. I have seen 20 seconds added to a load time due to this.
Unfortunately, that is the home page and many users will just stop the browser if it takes that long. 
Yes, I have seen this with other programs as well.. Either your banner server is overloaded or too many people are accessing them at the same time… I’m not sure, but it happens. Probably 1 out of every 20 pageloads I get a slowdown (Not always from your banners).
kw