Yahoo Developer Network posted a nice set of rules to speed up your website. The excerpt is as follows:
- Make Fewer HTTP Requests
- Use a Content Delivery Network
- Add an Expires Header
- Gzip Components
- Put Stylesheets at the Top
- Put Scripts at the Bottom
- Avoid CSS Expressions
- Make JavaScript and CSS External
- Reduce DNS Lookups
- Minify JavaScript
- Avoid Redirects
- Remove Duplicate Scripts
- Configure ETags
You can read the full article here.