[Threshold]

Try using SetSpawnInfo before you actually spawn the player. (Use it either before they log in if you don't save skins. Use it after they log in if you do save skins, and maybe set a timer to spawn the player? 0_o)
That would most likely solve the skin loading lagg issue. As for the objects, you could try using CreateObject for the more important ones, but I don't think that you can really change how fast they load. Altering the streamdistance could have an impact on it however, if you increase it, the sooner it will load. (Very high stream distances are not recommended though, and could cause even more lag)