To get into a better visual, fast, click the visuals button once, then again to turn it off. Now you can press it again and it'll start at a more colorful visual instead of making you wait to go through the orange tunnel, which sometimes can feel like it lasts forever.
[Editor's note: I don't normally use iTunes in visual mode, and when I tested this, I'm not sure I noticed any speed difference. I don't get an orange tunnel when I start the visuals, but clicking the button twice does make it come back with a different pattern the second time...]

