If I had to give you the most two important tips, they would be:
1) Buy a fast server.
2) Keep your requests to minimum.
As for number 2, let me explain a bit.
If you want to see the number of requests being loaded by the web page, press F12 in your chrome and go to the networks tab. Now, these requests make your pages load slower. Remember, 2 requests of 5kb each isn't equal to 1 request of 10kb. 1 request of 10kb will load faster (because of the server response time). So, as others have suggested, combine everything.
a) combine JS files into one big file.
b) combine CSS files into one big file.
3) combine images (where ever possible) into one big sprite image.
I had a detailed guide on speeding up websites, not sure if it is still there.. The one by
@davids355 is a pretty good guide, so I also recommend OP to read it.