This seems like a matter of correctness, only indirectly relating to speed.
The speed that a SWF loads from a web page is determined by many things, like server connection speed, client connection speed, browser cache size, client RAM, etc. Having static vs. dynamic classes would not impact this very much.
First of all, "static objects" is kind of an oxymoron because you can't instantiate (create an object) of a static class. I would say that having static variables/methods in a class is usually when you want some shared values/functionality without requiring an actual object (taking up memory) -- although static practices certainly extend beyond just this. I always try to think of a Math class. You wouldn't have to have to say m = new Math() just to use some common methods (square, sin, cos, etc.) or values (pi, e, etc.). They become kind of like "global constants/methods" in a sense (not to invoke the debate over correctness of that wording).
In short, it's more of a memory issue, which will like not have much influence over loading speed. If you want to improve your loading speed, you can try to delay the creation of your objects based on certain events instead of having them all load at startup.
How to get a smooth start-up? Me English good.
Yes, if you make static classes you should make them with a Capital letter and use the class name.
If you put buttons on your form, they will be instantiated at start-up. They will increase the swf size, thus reducing your start time.
If you instantiate buttons in actionscript your page changes could be slower.