I understand your concern and you're right it can be slow at times. But it's mostly only slow when saving your entire projects. Coming from an SP-505 or 606 it will feel like a fast machine.
A bit off topic as it has no direct influence on the speed for the most part, but I'm not sure if you're copping one with 512mb ram installed already, but if you can I would totally upgrade as fast as possible to 512mb ram. 128mb isn't that much and 512mb feels like it's unlimited.
Anyways, your question... Yeah, it's useful to take good care of where you store what so you can easily find it later on.
When it comes to instrument patches (bass, samples,keys, horns, FX etc.), you will want to create new folders with proper names so you can easily find them again later. I usually create new directories (on the hard drive) for new projects when I'm going to import lots of samples and eventually store those as an instrument patch.
At first I tried to use the directories that are already there, but it makes things scattered all over the place which I didn't like. (After all if you need to preview something, it'll cost a split-second... if you already know it can only be in one directory, it'll save time.

) That's when it comes to the samples themselves.
When making a beat, I usually create a new project for each beat, but switching to the next Song in your project is actually faster than loading a new project - in other words I'm perhaps not using the fastest method. Needless to say a bigger project will need more time to load when you first open it though.
Until now I usually use Song Mode a lot and make a single beat in one project. But that's mostly because I'm into a lot of different styles.
There are definitely projects with samples in it that I re-use and in that case starting a new Song in the same Project is a great idea. There's plenty of space anyways, regardless of whether you use Pattern mode or Song mode.
You know, basically this is just a matter of choice, because unless your project is going to become really huge or packed with Audio tracks and lots of raw samples (I mean samples that are chopped in a non-destructive way, meaning there's the entire sample on each pad but with different start and end points -> that'll make things slower than necessary), you won't easily run into really severe loading issues.