A great trick:
Add a directory in your UT folder called ThirdParty. Add in that folder 4 more called Maps, Textures, Music and Sounds.
Now load UnrealTournament.ini and look for the lines
Paths=../System/*.u
Paths=../Maps/*.unr
Paths=../Textures/*.utx
Paths=../Sounds/*.uax
Paths=../Music/*.umx
add these directly underneath
Paths=../ThirdParty/Maps/*.unr
Paths=../ThirdParty/Textures/*.utx
Paths=../ThirdParty/Sounds/*.uax
Paths=../ThirdParty/Music/*.umx
Now whenever you get a third party map/mod/anything. Put all the files in the third party folders instead of the normal UT ones. They will still work in-game and in the editor, but it's RELLY helpfull in keeping all you 3rd party things seperate.
I myself also have seperate folders for my maps,textures etc. and another for Unreal1 maps&music. My .ini looks like this:
Paths=../System/*.u
Paths=../Maps/*.unr
Paths=../Textures/*.utx
Paths=../Sounds/*.uax
Paths=../Music/*.umx
Paths=../Maps/Unreal/*.unr
Paths=../Music/Unreal/*.umx
Paths=../ThirdParty/Maps/*.unr
Paths=../ThirdParty/Textures/*.utx
Paths=../ThirdParty/Sounds/*.uax
Paths=../ThirdParty/Music/*.umx
Paths=../ThirdParty/Bot40s/Maps/*.unr
Paths=../ThirdParty/Bot40s/Textures/*.utx
Paths=../ThirdParty/Bot40s/Sounds/*.uax
Paths=../ThirdParty/Bot40s/Music/*.umx
As far as I know, this does not alter the speed that things take to load but it might. I haven't noticed any changes.