Or, when used minimize their size. All images even the smallest bullets should be compressed. Higher quality monitors now dictate 96 pixels per inch. Colors should be reduced to the bare minimum. It's best to use drawings rather than photographs when possible.
Photographs require subtle tonas and colors that require a larger color palettes.
The more colors used the less it can be compressed. This is also true of tables and applets. This doesn't speed things up - but is a common mistake. Vertically ruled backgrounds should be made 1281 pixels wide to avoid repeating the rule in a text area at higher monitor resolutions. Avoid using animated banners or gifs - if required, minimize the number of frames and of course their size.