This isn't so much of a Windows vs. Mac issue as it is more likely to be a problem of DNS lookup times.
A technical explanation of DNS:
Every computer on the Internet has a unique Identifier. This number
is in the range 0.0.0.0 to 255.255.255.255. Now, this isn't a very
human friendly way to imagine a website, so the internet has a textual
representation of that number. answers.google.com is a computer that
is represented by the adress 216.239.35.88. Now, when you enter
answers.google.com into your web browser, the computer goes to check a
DNS computer. DNS is the 'Domain Name Server', and holds a database
of names (answers.google.com) and adresses (216.239.35.88).
In short, it could just be that your ISP hosts DNS on slow servers. Different computers and different browsers can lend to the page loading behavior differences as well.
If you wanted to speed it up on your Mac, one option is using someone elses domain server. This however, can cause problems with your ISP.
Another way is to cache the domain addresses on your Mac. The advantage of this is that when you go to the site, your computer doesn't have to go to your ISP, but instead looks at your own computer for the information. However, for a gain of a couple of seconds it would be hardly worthwhile.
One thing you might be able to do is contact your ISP, inform them of the slow servers, and inquire if this is normal. You might not get any response, and the tech may not even know what you are talking about, or they might just give you some sugar coated non-respoonse, but at least you tried.
Also, as was already stated, a faster processor will be able to interpret and display the incoming webpage faster, regardless of what browser is being used. A 233 Mhz iMac will load a page slower comared to a dual 2.0 Ghz G5 on the same speed connection loading the same page.
Several hardware and software factors can and will come into play when page loading differences occur. DNS though, is probably a good thing to look at first in your particular situation.
Personally, I see no major difference in the page loading times between my Windows PC's or my Macs and never really have.