I always keep these rules of thumb (also by Yahoo):
<a href="http://developer.yahoo.com/performance/rules.html" rel="nofollow">http://developer.yahoo.com/performance/rules.html</a><p>And I like the smush.it linked in the presentation that 'minifies' your images.
These are all very good tips. I don't recommend using CSS hacks for per-IE-versioning. You can just as easily use(and should!) conditional stylesheets. You can specify versions for different versions of IE if you need to. Non-IE browsers will ignore them, and you can tailor them to the versions of IE you care to support.