I am looking to get an iMac 27" with 2,7GHz processor. A friend who has one says there have been issues with web page loading speed. Is there anything to this?

Web page loading speed is much less a function of the hardware than a combination of software and internet connection bandwidth.

Web page speed is connected to several things like connection speed, the speed of your DNS (Open DNS is good), and other programs running. Some browsers are faster than others with Chrome and Safari being among the fastest. I use all 3 major OSs daily and find OSX to be as fast or faster than Windows when surfing.
I personally feel that OSX and Linux are faster because less is preloaded into RAM and there is less malware for those operating systems in the wild. Remember with the iMac you can run Boot Camp and boot into windows if you like or run a virtual machine and run windows from within Apple's OSX.