Lloyd Hannesson has a solution for caching your blogrols (if you are using blogrolling.com). It's a little tricky and requires a PHP extension (Cache Lite) be installed on your server. If you can arrange that then you should be in business.

He's also working on an idea we've been talking about back and forth via e-mail for a chron job to do the caching (which would not require any extra modules be installed by your host). The chron job would guarantee that you always serve a local copy of your blogroll. If Blogrolling.com is down for an extended period your blogroll would still be served - just not updated from Blogrolling.com. Once Blogrolling.com comes back on line the chron job will update your local copy.

That gives you the power of managing your blogrolls with the existing Blogrolling.com interface, and freedom from dependence on their servers to quickly load your page. As soon as that script is running here my blogrolls will return to the front page.