The following Smart Client architecture guide is useful, if you haven't already seen it:

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnpag/html/SCAG.asp

This is a very good read, one of the better guides MS has available. They suggest concepts similar to Rick's suggestion of breaking up into smaller chunks and local caching of that data as the user is online.

HTH,

Jay