Laura,
Yours is a common pitfall of delegating. Many times, I have had the thought that it is easier to just do it myself rather than to show someone else how to complete a task. That position, however, is unfair to the employees who would love the challenge of learning something new. Deadlines certainly have to be a consideration but so does the return on investment of your time and effort to train. The ROI can be measured in improved employee morale, better division of labor, improved quality of performance, preparation for promotion, etc. The benefits far outweigh the negatives.
Delegation is something which takes practice but the payback can be enormous. It is important to give credit where credit is due in order to positively impact morale and provide the visibility which can later impact a career.