How long did it take you to buy and actually get your first bitcoin? I'm waiting for Dwolla's verification deposits to appear in my bank, and even that is taking a while. I don't expect to have any bitcoin in my possession until the end of next week.
I have to wait for funds to transfer from my bank to Dwolla (a few days?), then from Dwolla's funds to get transferred to MtGox (another few days?), then for the bitcoins to get transferred to my wallet (not sure how long this takes, few hours?).
Does that seem about right, taking about a week to get into the bitcoins market?