[eluser]Dregond Rahl[/eluser]
As suggested its best to just deliver the ones you need with a function or array of some sort, another method would be to compress the files and use caching methods more strongly. either case, the first load will be a bit slow but after that everything will work fine.
Although combining CSS or JS files on the fly using PHP would work, it may have some caching issues, such as storing the versions of the files which aren't right for the different pages, missing something here and there. if you make it dynamic, though it would cut down requests it would still need to load the JS and CSS each time, which would cancel things out..and would be a bit pointless.
But if you combine all the code on your own and load it up as a single JS or CSS file with caching and compressed that would cover everything. Only problem would be if there are any overriding attributes in the CSS =/