Once you select a user and login, it does go to the desktop. The time it takes depends on the number of startup programs you have installed. If shutdown takes 8 to 10 minutes, then you have one or more programs not responding to the shutdown request in a timely manner or if you are on a domain, it may not be able to reach the domain server.
Autoruns can show you all your startup programs.http://technet.microsoft.com/en-us/sysinternals/bb963902
A clean install of the OS usually makes things snappy again.