Brand new Macbook Pro slower than my 2006 Macbook

Question

I bought a new Macbook Pro last month and upgraded the RAM to 4 GB and the hard drive to 500 GB. My previous Mac was a mid-2006 Macbook with 2 GB RAM.
I was expecting it to be noticeably faster than my 2006 Macbook (which is still running Tiger/10.4), but it isn't. Two things are particularly noticeable.
1) Startup time. The 2006 Macbook is 5 or 10 seconds faster starting up.
2) Safari. Safari is a couple of seconds faster loading identical websites on the 2006 Macbook. I tried updating Safari on the Macbook Pro to the new Safari 4 beta, and that is slightly faster, but still noticeably slower than on my Macbook.
I've tried running the set of Applescripts called "Maintenance" (available on the web) to do all regular maintenance tasks.
I've run software update. Everything is up to date.
Any suggestions of other things I should be checking to try to improve the speed of my Macbook Pro are much appreciated.
I find it really mystifying that performance is so noticeably worse on a brand new, much more powerful machine.
Thanks

Answer 1

Thanks for the replies.
In re the OS, I personally don't see many significant improvements in OS 10.5. Sure, little things here and there, but major power improvements over 10.4 that should cause startup time to be slower? I don't see it. I'm surprised in the design phase Apple's software engineers would allow longer startup time (always one of their biggest selling point over the Windows world) in return for such things as being able to hit the space bar in the finder to open a document quickly. I'm not using Time Machine, for instance, so that shouldn't be slowing down startup... or at least actually loading it in functioning mode shouldn't be slowing things down.
In re Safari, I'm doing as scientific a test as I possibly can here at home. Both computers sitting right next to each other, connected to the same network wirelessly, clicking on the same web link at exactly the same time. My 2006 Macbook is consistently faster at loading the page. Even more, it is significantly faster at loading the page to a "usable" point. For instance, if I click on the main page of the New York Times, the 2006 Macbook will load faster and will let me scroll down much earlier in the load process. On the 2009 MBP, the page shows up a few seconds slower, and it takes another few seconds more before the spinning beach ball stops and I can scroll down on the page. This is true both with Safari 3 and 4 on the MBP.
I just find it weird that a much more powerful computer, with a "new, improved" operating system and twice the amount of RAM, is noticeably more sluggish on these really basic tasks.
My next step is to go to the Apple store and try to compare mine to some other MBPs...
I have issues with some developments at Apple recently. For instance, the gen 2 iPod shuffle strikes me as a perfect design. Does it need to be smaller? Moving the controls to the headset seems really weird to me, much less convenient than the old one. I know that comment is OT, I just am starting to wonder about some decisions at Apple.
Not enough to make me complain seriously... I still vastly prefer Apple to the other options. But that sense I had for years that somebody really smart is paying attention to all these details and getting them right... that's starting to fade away for me. On the other hand, I do not have an iPhone and I think it's clear a lot of Apple's resources are going into the iPhone these days.