Pulling data from remote Postgresql can be really slow. Many people try this, once.
That said, here is a mini guide of things to think about if you are pulling remote data.
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If network between you and the remote data is slow, try running TileMill on a remote machine. For example, if your data is on Amazon's network, short of running TileMill on the same machine, at least running TileMill on another AWS machine would be faster. This is because network access within Amazon's cloud is going to be reliably faster than between AWS and the outside. Here is a guide for how to run TileMill from the command line on an Ubuntu Server (with no desktop) that works with AWS: http://www.mapbox.com/tilemill/docs/guides/ubuntu-service/. For details on setting up an AWS instance see https://gist.github.com/springmeyer/b0bbcd976378cf3e4e44 and for details for how to automate this see https://github.com/miccolis/aws-tilemill.
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Debug locally to make sure you know how fast data should show up in a normal situa