I've Been Playing in on RamDisk with the whole game loaded on system memory.
From Desktop to Game Start Menu: Approx. 9 Seconds (Including Bethesda Logo) From Game Start Menu to recent save file: 4-5 Seconds Loading between Inside instances (houses/caves) to Game World (Skyrim): 1-2 Seconds
All Settings on Ultra with V-Sync On (shadows medium though)