While waiting a VERY long time to look at a page at Adobe’s online store, I decided to use YSlow (a free Firefox plugin) to do a bit of analysis.
It’s too bad more web applications don’t use this (or at least learn some of these concepts as it would save all of us time on the Internet!).
If you’re doing web development, I’d highly recommend you at least try the tool a few times during the development cycle. You may choose not to follow all of the advice, but if you do, you’re users will likely thank you!