Yahoo's Exceptional Performance team has published a number of best practices for making web pages fast on the Yahoo Developer Network.
for the full list but some of the highlights are:Minimise HTTP requests
by using CSS sprites, image maps and inline images.Put Stylesheets on top
(to the document HEAD).Put Scripts at the bottom
as they block parallel downloads, so may delay the loading of other resources like images.Reduce the number of DOM elements
to maximise parallel downloads. You can create a couple of extra sub-domains for this purpose.Minimuse the number of iframes
.Keep components under 25K
as the iPhone won't cache components bigger than 25K (uncompressed size).Avoid empty Image src
as some browsers will waste server resources handling these.
There's plenty more tips there so it is well worth a read.