Wordpress has a nice variety of plugins that cache the page content. These pages expire after some time. Also they are created only when a visitor comes to the site for the first time, if the page was not cached before. That means, that the visitor will have to a bit for the page to get cached and displayed. Why let him wait?
This script will read the sitemap from your website, parse out url's and visit each of them. This will create the cache for all of the pages.
Read more on http://raspberryweather.com/speed-up-wordpress/