The obvious solution is to build more construction offices. Whilst this doesn't actually improve the efficiency of them (which I agree is pretty terrible, lazy lazy workers) it does in my experience get building work completed faster. It is especially effective if you build them at opposite ends of your settlement. Ensure that the work mode of the construction office is set to 'sweat shop' (default work mode) rather than 'take it easy' to make sure that they work a full day.
Another problem I noticed in my latest run through of Tropico was that construction appeared to regularly get stuck and not progress when workers were being dispatched from certain construction offices. I eventually traced this to the road that the offices were attached to was so congested with traffic that the workers were stuck in the building rather than moving to the site. It is important therefore that your construction offices are not on main roads (perhaps build them up tracks instead). This is particularly important if you keep the original pre-built construction office that is likely to become your city centre.
I've just noticed that a more thorough review was given in this questionthis question.