Rav Menashe Klein (Mishneh Halachot 6:254) quotes the Labavitcher Rebbe [I assume the most recent one] that naming a child is when the Kedushat Yisrael (lit: the Holiness of [the People of] Israel) descends upon the child. He uses this to explain the custom of those who name the daughter as soon as possible. (Note that Minchat Yitzchak 4:107 makes the same suggestion quoting the Darchei Teshuva who supports the idea from Genesis 2:19.) Tzitz Eliezer (14:21) proves that naming a daughter must is so important that it must be done immediately from a ruling of Derisha (YD 360:2) that when faced with a wedding and a daughter-naming, one should first name the daughter.
Minchat Yitzchak suggests that those who wait until Shabbat do so because during the week one is busy and cannot relax and celebrate sufficiently. He also speculates that perhaps Shabbat is chosen because it is an appropriate time for the mitzva of Peru Urvu as evidenced by the onah of talmidei chachamim (Ketubot 62b). Finally, Rav Klein suggests that Shabbat is chosen because absent the ceremony surrounding a Brit Milah, we choose a very public event such as Shabbat (cf. Gittin 59b).