Laurens, thanks, I just wanted to make sure that it wasn't just me having the problem. These are bloggers that link to a lot of other places, and it's not clear that I really want all of the links anyway ... so I've set the link depth to "restrict to domain".
For
http://www.elsua.net/feed/ and
http://ross.typepad.com/blog/rss.xml , this sped things up tremendously, i.e. updates in seconds.
Do you have any suggestions on how to set
http://feeds.feedburner.com/Torontoist ? The blog per se is at
http://www.torontoist.com/ , but while the metadata indicates a feed at
http://www.torontoist.com/index.rdf , it seems to be redirected to feedburner. My solution of "restrict to domain" then reads off Feedburner.
I think that it's okay to read off Feedburner ... although it's not going to the original source.