Ad this to .htaccess (requires mod_deflate)

<IfModule mod_deflate.c>
<FilesMatch "\.(js|css|xml)$">
SetOutputFilter DEFLATE
</FilesMatch>
</IfModule>

Alternatively you can add this to apache config (for those that can't use .htaccess

<IfModule mod_deflate.c>
AddOutputFilterByType DEFLATE application/x-javascript text/css text/xml
</IfModule>

This few lines will compress you css and javascript files and this can help a lot - single .js file we use on one of our sites went from 500kB to 150kb !! (it was already minified).