The speed at which you can import the photos is governed by the card type and the cable you use to connect to your computer, so first make sure you have the fastest type of card available. Lexar make a Firewire 800 card reader which is stackable, so you can link two or more together as FW800 allows you to daisy chain devices in series.

If you use a Mac you can use AppleScript to determine which app to open when you insert a particular type of memory card. I can't remember where I got this script from, but here is what I use:

try
do shell script "DISKS=($(diskutil list | grep ^\\/)) 
        for ((index=0 ; index < ${#DISKS[*]} ; index++ )) 
        do 
           (diskutil info ${DISKS[index]} | grep HS-SD) 
        done"
activate application "iPhoto"
end try
try
do shell script "DISKS=($(diskutil list | grep ^\\/)) 
        for ((index=0 ; index < ${#DISKS[*]} ; index++ )) 
        do 
           (diskutil info ${DISKS[index]} | grep Compact) 
        done"
activate application "Adobe Lightroom 3"
end try
try
do shell script "DISKS=($(diskutil list | grep ^\\/)) 
        for ((index=0 ; index < ${#DISKS[*]} ; index++ )) 
        do 
           (diskutil info ${DISKS[index]} | grep KODAK) 
        done"
activate application "iPhoto"
end try
try
do shell script "DISKS=($(diskutil list | grep ^\\/)) 
        for ((index=0 ; index < ${#DISKS[*]} ; index++ )) 
        do 
           (diskutil info ${DISKS[index]} | grep CANON) 
        done"
activate application "Adobe Lightroom 3"
end try

The term after 'grep' would be some way of identifying the device or card type; in this example, 'HS-SD' refers to an SD card 'Compact' to a CompactFlash card, 'KODAK' and 'Canon' to the brand of camera (when the camera is attached directly via USB). You can obviously change your applications as needed.

If you use Windows, then I'm afraid I can't help...