I too have encountered the extensive loading times when going from indoors to out. It usually takes about 45 seconds for the load to complete. Another glitch I've noticed was the one with certain NPC's disappearing completely (the two Black Ring vendors in the fortified fortress in the Orobas Fjords).
I know these problems were fixed in the EURO 360 version, so with luck, the US version will see a patch soon as well.
GREAT GAME!!! Talk about an overhaul!
