Concrete walls are for military base defense. They take a minimum of 3 shots to kill, no matter how powerful the weapon is (such as supernovas). The microbe and lava defense walls should be obvious. Keep in mind that those more expensive walls (requiring rare ore), can be killed in a single shot. It is of course random how many shots it takes to kill any given wall, based on the firepower and the walls max HP. (The actual HP isn't stored, which is why they do it randomly).
Why would you want to build slow if you can build fast? Waiting around doing nothing doesn't so you any good.