Well a more experienced builder will obviously be able to build a PC faster than someone doing it for the first time.
As for software install, nothing really will speed it up. It takes as long as it takes. Having a good DVD drive (with a fast read speed) and having a faster HDD/SSD will probably speed things up slightly too.
There's really no rush when building a PC though, components are expensive. Take your time and do it right, even if it takes a few days sorting cable management and such, there's nothing wrong with that. As long as the final product is the best it can be, that's all that matters.