TheMadScientist - 4:30 pm on Jul 30, 2010 (gmt 0)
One very easy one, and often missed I think, is to use www. for 'needs cookies' and put everything else on non-www without cookies... The browser sends any cookie(s) with every request for every file because it doesn't know any better, so if you set your cookies to be sent for www. and move everything else to non-www the browser only sends the cookie(s) when it's actually needed to make the site operate. (Upstream is the slowest part of the connection, because connections are optimized for downloading and uploading is always a slower stream than down.)
NOTE: This DOES NOT WORK the other way around! You cannot set your cookie on non-www and then serve cookieless files from www. because the cookie for non-www is sent by default to any sub-domain, even if you try to say otherwise when you set the cookie by setting it for example.com (without the preceding .example.com).