I have customer that uses SI extensively. The following improved their experience:
1. Up the RAM, at least 8 GB or as much as they can afford.
2. 64-bit Excel
3. Clear the cache/temp files on a regular basis. Reboot workstation at least weekly.
4. Use all cores for processing - Excel, options, advanced, under multi-thread and turn ""use all processors""
5. Under Excel options, check the trust center settings allow network connections.