Modern web browsers put a cap on the number of connections they make to a host. This means if you've got a lot of assets on one hostname the browser will queue the remaining assets, while the ones in front download. This is referred to as blocking.
One way around blocking is to create multiple subdomains, for instance, assets0.davidstoline.com and assets1.davidstoline.com to increase the number of resources downloaded in parallel. This is method is called domain sharding and it is recommended by both Google's PageSpeed and Yahoo's YSlow.
I can't exactly afford a high quality CDN like Akamai but I can still leverage some of the benefits and fun of using a CDN. My friend Wim Leers wrote the Drupal CDN module, which you can leverage to do a little home grown sharding of your own.