I've got a little Spartan 3E board running on my desk now, and it uses the DCM (which includes the DLL) to generate three clocks: one is a doubled clock (50 MHz in, 100 MHz), one is a buffered version of the input clock driven out an output pin (and using a feedback pin input) and the third is a way-divided-down version of the input clock (for a UART sampler). It does, in fact, lock quite fast, although my clock source is an oscillator that doesn't gate off and on or change frequency.

Note that you tell the DCM what frequency input is expected (an attribute passed through from synthesis to P+R), and there's probably some magic happening behind your back to optimize locking based on expected frequency.

Another note is that when the DCM loses lock, you have to reset it, which means you need logic to detect loss of lock (watch the DCM's LOCKED output). If you don't reset the DCM, it won't lock.

-a