Remember too that you can do other things while in the queue, such as filling your hunter log, crafting, gathering, doing some other quests, exploring, etc. Wherever you are, the DF will teleport you into the instance when you get picked by it and confirm that you're ready to go. If you're on a different class, you'll probably be asked to change to your previously selected class first but you get about a minute to do that from when it pops up inviting you in. There's no need to waste time standing around the dungeon entrance if you have other things to do in the game.