With the D1 series and also the Nikon D100 we had the opportunity to choose between compressed and uncompressed Raw. I don't know however that feature was carried over to the D2-series or not. But I know that the D70 used compressed Raws as default and probably not uncompressed as an option.
Overall it takes at least marginally longer for my D1H from that the picture has been taken until it have been saved to the CF card if I use compressed raw.
Just compared now, with a Sandisk Extreme III 2gb, 1 or 2 secs for Uncompressed and about 7 secs for compressed. Luckily the camera have a big buffer so uncompressed is not a problem.