I notice that most people have the same sorts of problems with running SL. It's usually solved by a very few minor things.
If you're having trouble, try these suggestions.
I didn't have anywhere else handy to put it up, so for now, it's on the LSL wiki. Feel free to contribute to the list, but keep in mind that it's technically out of the scope of the LSL wiki, and will be moved as soon as someone (hint, hint, Lindens) provides a more permanent place for it.
Yes, I realize that there are many of you who are having problems that appear to be either Linden Lab's fault, or the fault of their ISP. I can't help you with those, only the Lindens can. I CAN help those of you who have problems that can be fixed by updating drivers.