I recently purchased a Sony DSC-P10 camera for my dad and found that when you take a picture and you do the 'quick review', the picture shows up very pixelated. It 'refreshes' and becomes less pixelated. Then on the final pass, it is completely clear. I remember we had a Sony camera where I used to work, and it did the same thing. Why do Sony cameras do this? Is it because the Memory Sticks are so slow? Has anyone tried the newer memory sticks and found them to be faster?

It's just how it works. The thumbnail is probably in progressive mode and requires the extra passes. The first pass is quick to load and display but if you want the detail then it'll have to load the rest. It happens on my IXUS as well.

Does your camera use a memory stick? I had an Olympus recently and that did not do that...Plus, it had a bigger LCD.

It's a CF based camera. It's more likely it's related to the processor they use in the camera itself than the transfer rate of the flash media. Anything recent should do several hundred KB/s at least.