If I understand correctly (and I frequently don't), the first request to an ASP.NET app has to compile the app into CLI, which take a little longer than the subsequent requests. Images and CSS/JS will have minimal impact in the scheme of things.
You can try pre-compilation or tweaking the app pool settings to minimise the impact (reduce the number of worker process recycles, etc), but you will always run into this with the very first request of an app/page aftter the app starts up.
Beyond that, look into caching, optimising your output (for example, minimise the number of HTTP requests, gzip compression on output from the server). This will benefit your end users.
As mentioned, make sure debug="false" is set in your web.config, i.e.
<compilation debug="false">...</compilation>
It's amazing the difference this small change can make.