So the first thing to do might be to find the action that consumes most of the total loading time and start trying to optimize it, instead of tying to optimize stuff that consumes far less of the loading time. In Chrome you can use the Developer Tools, click on the Network tab and reload your page to see the loading times and lots of other useful information. In Firefox you could use Firebug (open the "Net" tab).
Also in some cases optimization techniques will lead to lower server performance, therefore you will be able to deliver more optimized pages but maybe a smaller amount of pages, because the server resources are used to compress your data instead of being used to deliver a high amount of them. So don't forget to keep an eye on server performance. If you want to get a quick overview of what could get optimized take a look at tools like Yslow from Yahoo which is a browser Addon and PageSpeed from Google which is an Addon too but which also offers an online pagespeed analyzer on their website.