I have a solution for this case, at least it worked for me.
When you use source package of DNN you are able to debug, because the assembly of the project is compiled to debug, not to release.
The problem is that by default, all projects in the solutions are marked to build. This way, everytime you run the application using Visual Studio, all project are re-builded, and the access to the pages are slow, because every access is considered the "first-time" to the .NET framework.
To solve this problem, I simply unchecked all projects in the option Configuration Manager, including tha main project. In VWD it´s in the Build menu.
In my case, I don´t need to change none of the core modules and projects, just my modules. I didn´t have any trouble doing this configuration.
Maybe in the first time after you uncheck the options the page processing would still be slow. It´s because the last time you made the access by Visual Studio, the code was pre-compiled.
When I discovered that I :
1- Copied all projects again
2- Opend in VWD and uncheck to not build.
3- After that I run the app before the build occur, without the delay .
I hope this solve your problem.
Guilherme Hahn
Brazil.