I first load the images from a file and then paint them on my JFrame. But there seems to be a lot of time between when the screen is visible and the images appear on the screen........which was is fast? I heard that images can be loaded pixel by pixel or at once......
yes they can, which are you using? which do you want to be using?
if you want them to load faster you could use a new thread to load them.
if some of your images won't be visible you can load them later, and wait until they are needed
(i don't know how useful this link will be, it doesn't show how to implement, but does tell what can help)
this link has a bit on fast loading images, mostly for games. i cannot find much on performance of the few methods there are. (and it's buggin me!)