I’m using OpenX (used to be called OpenAds in the past) for months now and just upgraded to the lastest version (OpenX 2.6).
One of the new features is Single Page Call which can improve page load times enormous!
As you can see I use two banners on my blog: a 120×240 in the right sidebar and a 468×15 underneath every first item on each page. This means in the past two invocations should be done to show both ads, one for each ad. Apart from that the loading is done inline: this means the browser will load the banner only at the moment it will reach the point where the banner needs to be on the page and stop rendering the page untill it has loaded everything.
There is only one problem in the setup I use: I use OpenX to manage my Google Analytics ads. So for example: I use a Google Adsense ad under every first item. The OpenX code will be preloaded, but not the Adsense code! This means I will only speed up OpenX and not Google Adsense. Lucky enough that only applies to the 468×15 banner because the 120×240 is my own handiwork. 😉