I have a USB stick 4G modem and I automated the connection setup; it has a web app (starts a small embedded webserver when you plug it in) which I "reverse engineered" and I wrote a small script which makes HTTP requests so I don't need to go to the web interface, login, enter PIN code and click connect every single day multiple times. I just run "telekom connect" and that's it. What a time saver! :D
That's one thing I love about Vimperator: its macro system. If you can do the steps using the keyboard, you can just start recording and do it once. Next time a simple key combo will repeat your steps.
I've automated logging in to public Wifi networks and filling in many forms with it.
I always have my browser open; loading the URL in a new tab (and closing it after) is done by the macro too. So not really :)
I guess it could be slower if the site has many large resources (CSS, images, etc) that a script would not download. But since I do it regularly, most of it is cached anyway.