Firebug, the must have for web developers Firefox extension, can measure the loading time of different elements on your webpage. At least you can rule out CSS, JavaScript, and other elements taking too much time to load.
If you do need to shrink JavaScript and CSS loading times, there are various JavaScript and CSS compressors out there on the web that simply take out unnecessary text out of them like newline characters and comments. Of course, keep an ordinary version on the side for development sake.
If you use PNGs, I recently came across a PNG optimizer that can shrink PNG sizes called OptiPNG.
