First of all, know that Web Dynpro is a heavy application, speaking of the burden it creates, but there are some good practical steps you can take to tunner your application:
1) analyzes the contexts and are so loaded, that is, there are times when people put the whole context in the context controller, as are attributes of view.
2) If you look at RFC BAPI's, check how many calls you make. You could put everything in a BAPI to bring all the catalogs and not so one by one.
3) If your application requires faster, better analysis I suggest you do it in JSP or AbstractPortalPage Dynpage.
4) A tuning
5) Review the initial sizing
6) Do not carry all the graphical controls of your application on a single screen, separate them in various processes or screens, so that each screen is lighter in load.
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