When you want to have pages that perform, it is essential for you to be able to measure that performance, and to jump into the reasons of non performance. These are the tools I use and recomend each day :
Safari web inspector
Available with the latest developer versions of Safari 3 for Windows and Mac is the web inspector. It reproduces most of the features of Firebug for Webkit, the open source framework that powers Safari.
Still a bit young and lacking features such as precise time for each resource or full url display, it provides a nice summary that quickly helps you to break apart in categories the time and size of your pages.
If the world was full of firefoxes doing their safari, it probably would be much easier to roll out new standards. The browser world is still dominated by Internet Explorer though.
To know how you page behaves for 70% of you visitors, you need to use HttpWatch, available both in a free and a costly version : it traces sessions of recording, not just pages, is better at showing out redirects. You can record and keep and transmit to other users of HttpWatch the full http traffic of your session. A great tool.
This tool is the one I'd recommend to first time users and people with least know how in the performance field. It's a plugin to Firebug (you need firefox and firebug to install it) that analyzes the result of your page. You get recomendations and marks on the 14 rules of Steve Souders. I should do something similar for my ten rules.
With all these tools in your basket, each page should tell you its story and explain pretty quickly why it's slow : redirects, too many requests, too heavy, no cache etc. Now it's up to you to discover the remedy.