If it did, it wouldn't be Linux. I'm sure if you really wanted to hack the startup scripts and take things like syslogd, and a hand full of other daemons or background them you could save a few seconds. However, Linux's roots is Unix and Unix runs on computers that stay up 24/7. If you don't shutdown, just log off and turn your monitor off, it will be as fast, if not faster than Windows.
You really don't want to shutdown your computer that often anyway. Startup and shutdown are stressful on your hardware. The more you do it the higher your chance of something dying. An example being that most computer's fans don't keep going after the computer is shutdown. During the time from when you shutdown, until the computer has naturally cooled, the insides of your computer are exposed to increased high tempertures.
-- Michael <mogmios@xxxxxxxxxxxxxxxxx> http://kavlon.org