One of the bottlenecks, which is also generally the easiest to do something about, is the number of HTTP Request on your site.
Each HTTP request may slow down your site, due to factors such as time spend creating another connection, ping, and server response time.
Lowering HTTP Requests
Each external object, creates another HTTP Request. These are some easy ways to lower your HTTP Requests.
Combine CSS files
You can combine external CSS files, into a single file. It is only beneficial to have multiple CSS files, when you have multiple sections on your site.
For instance, take this theoretical example. It is generally appropriate to separate your website stylesheet, from the stylesheet used on your forum. Because people using the forum, likely rarely visit your main site, and hence downloading them would just be a waste of time.
You can, using the CSS Sprites Technique, combine multiple images, into a single image. Both lowering the HTTP requests required to load these images, and sometimes even lower the combined size at the same time.
Note. Check out Web Designers Tools List for some tools to help you combine, and convert images.
Other external objects
In general, try to combine as many as these external objects as possible, where it makes sense to do so.
Its a bad idea to separate your stylesheet into multiple files, for readability purposes. If the styles are used on the same page, then include them in one big stylesheet.