Certain rules should be kept in mind when optimizing performance:
Performance tuning must be part of every project.
Do not optimize early in the development cycle.
Performance is only as good as the weakest link.
Always think about capacity vs. volume.
Optimize important things first.
Never optimize without realistic goals.
Bear in mind that the mechanism you use to measure performance will often affect exactly what you are trying to measure. You should always try to account for these discrepancies, and eliminate as much of their effect as possible; in particular browser plug-ins should be de-activated wherever possible.