Matt Curry has come back and posted yet another method you can use to help speed up your CakePHP applications that need chained methods (as he mentioned before) - only loading the parts as they're needed.
The smart readers (which is really all of you guys. you're the best) probably realized that there is a lot of overhead in building the chain, especially for apps with lots of interlinked models. Wouldn't it be awesome if Cake only created the pieces of the chain as needed?
He's created a sample model to do just that - it removes all model associations previously set (so it doesn't auto-build the chain) and then only adds in the models it needs (as defined in the __loadAssociations array) and then calls the parent constructor to autoload just those. A few benchmarks are tossed in comparing a model with no chains versus one with a varying number (one/nine).