draw or copy

My ASP.NET web app needs to draw many (up to 20,000) polygons on a bitmap.
A number of polygons to draw depends on a client request.
The polygons have different number of vertices. Some ones have 4-5 points,
others - 200-300.
Drawing one polygon consists of 2 methods: draw polygon border and fill it
with another color.
And I'm afraid that drawing will take up too much time, that there may be a
problem for web responsing.
So I think to generate small bitmaps (with a transparent color) for each
polygon and store them as
database binary (or as file). At run-time (i.e. on a client request), the
app will read them from db/file
and copy on the main bitmap.
So, what way is faster? Any other ideas?

P.S. Actually, my app doesn't use GDI+. It uses aGD-Sharp wrapper around 
libgd
and operates with 8bpp PNGs, not BMPs.

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