Sprites and music files that are large will slow down load times.
After you finish a project go back and remove any sprites and sound/music files that you did not use.
Keep images and music files as small as possible.
I am having to crunch my Platform Builder and remove some stuff now to get it to upload to the arcade. I always have lots of sound effects, music and sprites I did not use in the project I can clean out before compressing.
Your game may start playing before the engine has fully loaded and processed everything so if it gets hung up on a big sprite or music file it can cause lags. Sprites with lots of animations also cause lag.
ADDED: I had 10 long play background music files. Download was over 84MB. I cut that down to just 3 shorter music files and got rid of unused sprites and trimmed out a layout and that cut the download to 35MB. Those music files really add to the MB of a game and slow down your load times.