A quick word about the time it takes to see the page. As Acrylian said, the weight of the original photos make a difference. So if you have one of those new cameras that makes 10 Mb, 6000x4000 photos, the processor will take a long time to process them. But there is hope.
1. When the gallery is displayed for the first time, photos are processed and the result is put in the cache. So if you load the same page 1 or 2 days later, Zenphoto will use the cached photos and therefore process the page much more quickly. Which brings up this tip:
2. After you have loaded a bunch of photos, go through the new albums – especially the thumbs view – so that you will be the one suffering from processing delays.
3. If you don't allow people to download full-resolution photos (called original image or full image), you might use a utility like Irfanview to preprocess photos to a more reasonable 1200 x 800 or so, i.e. large enough to allow for full-screen view and decent size printing. That way, you will have photos @ 2-3 Mb, which will save you upload time and hosting space.