I use the Nextgen plugin for my home page slide show. www.pittsburghweddingphotographer.com
The slide show image is always the last to load. When someone posts the link to Facebook (or anywhere that creates a thumbnail image) the image loading icon is always in it.
I've made all of the images as light weight as possible.
I've always come back to Nextgen because it handles the slide show and thumbnail slide shows
with the same plugin.
Is finding a way to preload the first image the answer? Should I use another plugin? I've posted to the WP plugin forum about this and there haven't been any solutions.