You are not the only person experiencing this. Everyone who owns a digital camera complains about this. I've even seen magazine columnists complain about it. It's the price you pay for an auto-focus camera. The only way around it is to buy a camera with a manual focus ring and focus all your shots by hand.

Or a DSLR which will provide you with split second auto focus (with most lenses).

Sorry that I'm back on DSLRs again, but unless you have actually picked one up and used one you don't realise just how much faster they are at things like auto focusing.

I used to have to use the pre-focus and anticipate method all the time before I got my Canon 10D. Now I only have to resort to that when using my big 75-300mm lens, which is a lot slower to focus than most lenses (because it is cheap and is an aging design).

I keep meaning to get myself a "normal" digital camera for when I don't want to lug the 10D around. I have a play with friend's cameras occasionally and I'm always shocked by how slow they are at focusing and taking shots. The only ones I have found so far that are fast enough are the ones with fixed focus lenses. The Casio one (Casio EXILIM EX-S20) that I bought my father takes shots instantly (when the LCD screen is off) because it is fixed focus.
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Remind me to change my signature to something more interesting someday