Well, in my opinion, it doesn't really matter. Any page size (within reason up to 150k) is fine, as long as you do SOMETHING to grab the surfer's attention while the rest of the page loads.
Whether it's a quick flash animation that says, "FUCK YOU SURFER!!! YOUR MOM'S A FUCKING HOOKER!!! WAIT FOR THIS PAGE TO LOAD YOU COCK SMOKER!!!"... or whatever, but, make it fly around the page while the rest of the page loads, and the surfer really won't care how big the page is.
But, that's just my opinion. If the page is nice, and the site is good, they really won't care. Now, you wouldn't be able to do this on
www.this-is-a-porn-site-please-sign-up.com, this would only work on sites that are distinct, and have an appealing title.
Also, keep in mind, that if your site is good enough... and you get the surfer to wait for the page to load the first time, the next time they come back, it may be cached, and will just POP onto their screen. So, as long as you GRAB them the first time they go to your site, you have a better chance that they will come back again and again.
-Voodoo
