Hm, speeds up execution...
The application will load from disk a bit faster - in theory. Thing is, Windows does demand-paged execution, meaning it won't load parts of your application from disk until they're used. This is defeated by exe compression, since the entire module will be loaded at once (I'm not sure how much of a .NET assembly is loaded under normal execution... so perhaps this isn't such a big problem).
There's additional CPU usage because of the decompression, but the decompressors are fast - even on older machines, the time to decompress the additional data is a lot lower than reading data from disk (but again, we're ignoring demand-paging here).
HOWEVER, in reality, your executable is likely to load a lot less slower on a lot of end-user systems, regardless. Why? Anti-malware software. When doing on-demand scanning of executables, the anti-malware software has to decompress the executable before it can scan it - and for safety reasons, it can't just execute the executable's own decompressor, it has to have specific support for the exe-packer used, or run (slow!) sandboxed code emulation.
