It can be difficult to get the Admin interface moving really fast, Brenden hopefully will chime in with some of his tricks, but one thing to know is that any Pages in Edit mode do not use caching, so if it's not fast without caching it will be slow when modifying in the UI.
The other thing is that Kentico's admin pages cache themselves, which means if that cache isn't there it can be very slow loading things the first time, but it gets faster as it goes. Try adjusting the App Pool's sleep timer, keep it alive for longer.
Next you should check to see if there are any large tasks running in the background that may be consuming your SQL resources, things like un-needed scheduled tasks, errors occurring (check even log, rapid errors can cause recycle loops), and possible smart search crawls.
Analytics is also a hog, so turn that off if not needed or make sure it's not taking in too much.