Probably I've found the reason of this annoying problem and I've found a solution too (at least it worked for me). The wifi problem is connected to the bluetooth activation and is due to the "Order of services" in the Networking Preferences (sorry for my translation but my OS is in italian so I'm guessing how the option menu could be in english). If the DUN Bluetooth or PAN Bluetooth service is BEFORE the Wi-Fi service, after waking up your Mac, your Wi-Fi will reconnect very very slowly or will never reconnect automatically at all.
But if you change the order of your Networking Services and you put the Wi-Fi at the first place, your Wi-Fi will reconnect almost immediately (it worked for me!).
To change the Networking Service Order go to Preferences --> Network, press the Gear Wheel in the lower left of the window, choose the "Set Service Order..." option. A new window will appear with different kind of connections.
Drag your Wi-Fi connection to the top. Press OK, and then Apply.
Restart your Mac and verify by yourself if the Wi-Fi problem has been solved.