A better solution is to store the number's square root in a variable before testing. Here is a C++ example:

int sq = sqrt(n);
for(int i = 2; i <= sq; i++) {
    if(n%i == 0) //NOT PRIME
}

This takes one operation out of the loop, saving a lot of CPU cycles when dealing with bigger numbers. This approach reduces the final test case by several seconds on my machine, and those numbers are only around 10^9.