If you have an external programmer (e.g. an AVR-ISP, STK500, or parallel programmer), you can burn sketches to the Arduino board without using the bootloader. This allows you to use the full program space (flash) of the chip on the Arduino board. It also avoids the bootloader delay when you power or reset your board. However you must have in mind that the Upload Using Programmer procedure doesn't burn fuses so, if you have a fresh factory micro-controller you have to burn the boot-loader first in order to have a properly working device.