Every time I click on the application or system menus, I notice that no icons show up for a second, then they page in. Is there some way to explicitly tell Ubuntu to cache this? My SuSE (GNOME) desktop doesn't have this problem, but I don't know whether that's because they're doing something custom, or because it's a setting I'm missing.
You'll need to manually tell Ubuntu to update the icon cache. This command should accomplish that for you:
gtk-update-icon-cache -f /usr/share/icons/THEMENAME/
THEMENAME with your theme name, of course.