I find it odd people are having issues, the Alpha was basically perfect. Outside of starting the missions there were basically no loading times.
Did you play the Demo? - Edit, nevermind, I didn't read your post fully. We agree.
There are a fair number of loading screens between mission sections for the 3 story mission bits in the demo. However, once out in freeplay or doing the fort / strike thing the loading was non existent. Most people likely didn't bother with freeplay or the fort / strike.
For me, the only downside is swimming, somehow they've made it a right pita to do, flying is fine but swimming is awkward and trying to navigate an underwater tunnel/cave system isn't the easiest of things.
Overall I really enjoyed the game though, despite what most on here have said. Playing as a squad with mates is good fun and being able to quickly move cover when under fire by flying is awesome. Instead of being pinned down in one small area you can usually just fly out the way and tackle the enemies from a different angle / get some health back.
Yesterday they unlocked all of the Javelins and I had a quick look at them but didn't bother testing them out (as it was gone midnight and I had to be up for work this morning). In Destiny speak they are; Storm = Warlock, Colossus = Titan, Interceptor = Hunter and the Ranger = happy medium.
I showed them all at the end of my stream last night/this morning: