For quick scripts that you invoke from the console, it's painful to wait a couple of seconds just to see if it does something.
For web servers, if you're using something like Google's App Engine which starts VM instances as needed, or stops them when there's no traffic, users have experienced what is called a "loading requests" ... which is basically a very slow request or requests throwing DeadlineExceededExceptions.
That's because the startup time of the runtime is very slow, especially when you have big dependencies like JRuby ... see this blog post for instance ... http://googleappengine.blogspot.com/2009/12/request-performa...
So I find myself running the individual test using MRI Ruby while developing, although the whole test run will be done with JRuby in the end, just because of startup time.
http://groups.google.com/group/clojure/browse_frm/thread/33f...
http://stackoverflow.com/questions/1316056/how-to-reduce-sca...
http://www.assembla.com/spaces/clojure/tickets/81-GC--Issue-...
http://groups.google.com/group/clojure/browse_thread/thread/...