Thirteen Simple Rules for Speeding Up Your Web Site
The justification behind YSlow. If you've heard Nate Koechley speak, some of this will be familiar to you. It's all solid advice as far as I can tell.
Link tags: yslow
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YSlow for Firebug
The YUI folks have released an add-on for Firebug that will analyse your pages and suggest ways of speeding it up.