One thing that's helped me is to use a combination of cache management in IIS and also enabling HTTP Compression. I have a page that loads 2 cute edit controls and without HTTP Compression/Caching the page would take > 15 seconds to load over the Internet. By enabling compression and caching in IIS 6, page load time drops to ~5 seconds.
I hope that's helpful...
Jeramie
Regards,
Jeramie