Do the results of YSlow got you down? You might want to give PHP Speedy a shot. From the site:

PHP Speedy is a script that you can install on your web server to automatically speed up the download time of your web pages.

The speed increases are quite impressive, even more impressive with the Wordpress plugin. Different plugins inevitably include their own copy of a javascript library, even if one plugin has already included the exact same one. Visitors are forced to download multiple libraries and multiple copies of the same library, which obviously results in a long load time. In an example, PHP Speedy takes a load time of 8.41 seconds down to 687 milliseconds! How? By removing duplicates, compressing, and gzipping all javascript. Pretty neat if you ask me. Right now it’s at version 0.4 so I think I’ll wait a bit to try it out for Wordpress.