I have a project where the Ninject is used as IoC container. My concern is that a lot of classes have such kind of constructors:
[Inject]
public HomeControll
Steven is correct in saying that this looks like premature optimization. The construction of these object is very fast and is usually never the bottleneck.
However using Lazy to express a dependency you don't need right away is a common pattern in Dependency Injection frameworks. Actofac is one such container that has built in support for various wrapping types. I'm sure there is also an extension for Ninject as well, maybe take a look at this one, Ninject Lazy.