setzer - 1:27 am on May 24, 2011 (gmt 0)
If you have a considerable number of return visitors, and you're able to serve compressed content and set up caching headers, consider hosting ga.js locally. Set up an alert to notify you of updates to the file on Google's domain, and on your domain give it a unique name each time you update it (e.g. with the day's date, ga20110522.js). Then set up a far-future expiry date (e.g. a year), and make sure the file's served compressed.
I don't know if this would necessarily be faster. Given that many of the top 100 sites use GA, you lose the benefit of having the file already cached for first-time visits by switching the URL. Even for return visits, it's likely they already have the file cached from another site unless your site is a home page for the user.
But it would be something to try, of course.