I've been looking at Dojo, and it has some nice tricks, however its quite huge IMHO. Basically when viewing my test my slow machine (600mhz), just loading Dojo was kind of painful, and can imagine lots of mobile devices will also not be happy with it.
Is there a slim version or something like that available?
What do you mean by 'loading Dojo'?
If you mean opening a page with a clean cache, and the site takes a long time to load, then it may be because you're using a non-minified version of the library.
If you mean loading some Dijits, or a full-featured page, then that's probably a combination of your browser's speed with JS, your computer's speed, and Dojo's speed.
Try loading something similar from another framework like Ext JS or jQuery to see if they are any different.