[eluser]Nick Husher[/eluser]
If you're a Firebug fan, there's a plugin to it (plugin on a plugin, crazy), called YSlow made by Yahoo. It gives you a diagnostic of where you can reduce your server overhead (colocation, gzipping files, setting expires headers, separating CSS/JS from HTML, etc). Some of the stuff like coloc is difficult, but expires headers are a pretty easy fix.
