Fast loading is now a demand of users as well as search engines. A site that loads faster is ranked better and provides a better user experience.
One of the main reasons for slower loading of the website is loading of external files. More external files you have to load, more time it would take.
In other words more HTTP request you have , slower is the loading time.
How To Reduce HTTP Requests?
Everything points to reduction. You can reduce HTTP request by
- Reducing number of images to load
- Reducing CSS files
These points are discussed in detail by Josst De Valk at his blog. Here is a complete reading on How to reduce HTTP requests for your WordPress site.
He also discusses about content distribution, a feature I always have found interesting.