There are two optimization techniques you may want to know when designing your menus:
Technique 1:
You can increase the menu-building speed if you use the same appearance in both the [Mouse Over] and [Mouse Click] Item States.
This is possible if you check the "Ignore Mouse Click State" box inside the Optimization tab, found at:
Tools-> Compile Properties-> Optimization
In most menu designs, clicking on an item just opens a page inside the same window. Therefore the [Mouse Click] state will only be observed for a second or so. In these cases, checking the "Ignore Mouse Click State" box can be a very good idea.
On the other hand, if you have medium-sized menus that appear very quickly you may not want to lose the flexibility of a 3rd item state. Obviously, there is a performance/features tradeoff here and you are able to choose what fits you best.
Note: If you want to use this optimization technique for your final, compiled menus, it is important that you keep the respective box checked prior to compilation.
Technique 2:
As a general rule, prefer to create more submenus with a few items (no more than 12 or 15) than create less submenus with a lot of items.