Seems that GeoRegionValuePlot requests data from the internet multiple times to process its plot.

As an example, let's graph smoking per capita worldwide.

smokers = 
  Import["http://en.wikipedia.org/wiki/List_of_countries_by_cigarette_consumption_per_capita", "Data"];
table = Rest@smokers[[1, 1, 2]][[All, 2 ;;]]; 
rule = "Republic of Macedonia" -> "Macedonia"; 
GeoRegionValuePlot[
  {CountryData[StringTrim@#[[1]] /. rule], Interpreter["Number"][#[[2]]]} & /@ table, 
  ImageSize -> Large, 
  PlotLabel -> "Cigarrete Consumption Per Capita"]

While waiting for the plot to be graphed, you can see that mathematica accesses servers for information at least twice (Message below shows up twice, then takes additional time to process).

After cycling twice throught this message, it is delayed further by some type of background activity (total time around 8 seconds).

Is there a way to preload all necessary information to the local drive so as to obtain better performance? Current performance forbids it use for interactive application.