Windows Phone 7: Professional Tips - Drop the splash screen

The guidelines for WP7 state your application must start within 3 seconds—so many applications include a splash screen to show the user while the rest of the application loads. The splash screen is included by default, so you may think you must include it (I did think this too), but the truth is, you don’t need to.

If you can (i.e., your application loads under 3 seconds), then you should drop it, as it will allow your application to start quicker (about 2 seconds faster, in fact). This means your users can get into your application quicker—and that will make them happier!