There are all sorts of tips and tools Included, from reducing the number of Http Requests to compressing images and playing with caches. Here are six articles that I wrote on the topic some time ago (they were included on the list):

1. Speed Up Your Site: Optimize Images
2. Speed Up Your Site: Image Formats
3. Speed Up Your Site: Optimize your CSS
4. Speed Up Your Site: Use a slash on your links
5. Speed Up Your Site: Use the height and width tags
6. Speed Up Your Site: Reduce the HTTP Requests

Remember though, the first step towards a fast website is actually the hosting company that you choose.

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