I do the same thing as ChronicR, because I was having similar problems. I also copied a shortcut of it onto my desktop, so with a double click my game starts to load without the slow wait for the launcher.
Like ChronicR said, if you go into your bin folder of the latest expansion/stuff pack (go to my computer, local disk (C:), Program Files, Electronic Arts, Click on the folder of the most recent expansion or stuff pack, Game, Bin) and it will be called something like TS3.... (for example, the ambitions file is TS3EP02 and high end loft stuff is TS3SP01).
Right click that, and select 'create shortcut'. Then cut the shortcut and paste it on your desktop.
Sorry if you knew all that already