I usually get very slow linking times for C++ applications that use a lot of huge libraries with debug information. I got a 10x speedup in GNU/Linux just by upgrading my linker to the latest CVS snapshot. Simply install a new binutils package from:
Basically do a ./configure && make install then remove your old binutils package that comes with your distro.
I went from 30s link time to 3s :-)) I can finally debug my app without annoying delays.