Globetrotter - 2:48 pm on Jul 30, 2010 (gmt 0)
I've spend quite some time on this. Here some of the things i've learned the hard way:
Make sure the browser doens't send any cookies to the CDN or subdomain you are using. It's a common mistake and a quick win.
Each file you are downloading takes about 4kb of header data. So each file you can miss saves you an extra few kb.
Use yuicompressor to compress your css and js files, in my opinion it's the best tool right now.
If possible send your output (buffer) to the browser as soon as possible and keep doing this until your page is loaded.
If you really want the max out of it buy the book "building faster websites"