The smaller the better. The magic number that has been discussed here in the past is 40k. To get an accurate size of your web pages, try using Brett's Web Page Size Checker [searchengineworld.com], great little tool!
If you are truly concerned about the load time of your pages, then keep them small. If you position your html content properly, then keeping them real small is not an issue. Again, if you can render content first while other items are loading in the background, you are that much further ahead.
Based on almost 7 years of web design, I'll admit that keeping pages under 30k is a challenge when you are working with graphically rich navigation elements. If you have one image and the rest of it is text, keeping pages under 20k should be no problem. The 5-10k range is probably not a viable solution for most of us.