For some reason by default you can have "AUTOCLOSE" property of your database set to ON. That's not bad, but if you check your server Event Log you can find a lot of entries like "Starting database 'xxxxxxx' ". And log is not a problem, but for sure this takes a time and slow down your asp.net application response.

You can turn it off in Managment Studio.
or you can run a little sql to update all databases on server:

EXECUTE sp_MSforeachdb

'

IF (''?'' NOT IN (''master'', ''tempdb'', ''msdb'', ''model''))

   EXECUTE (''ALTER DATABASE [?] SET AUTO_CLOSE OFF WITH NO_WAIT'')

'

All databases won't close automatically and response instantly.