Then you have a crappy system, lol no offense. Let's see....Don't run apps in the background (if you're below iOS 4.0 don't worry about this) Delete the apps you don't use. Try going onto iTunes and upgrading your software (it's free I think, and you'll probably run faster). If that doesnt work, read this:
http://www.graalians.com/forums/showthread.php?t=4289