I want to display a page containing about 6000 tiny image thumbnails (40x40 each). To avoid having to make 6000 HTTP requests, I am exploring CSS sprites, i.e. concatenating
Based on your update, I'd still really recommend not using this approach. Don't you think there's a reason that Google's image search doesn't work like this?
As such, I'd recommend simply loading images as required via Ajax. (i.e.: When the user scrolls below the currently visible set of images.) Whilst this will use more connections, it'll mean that you can have sensibly sized thumbnails and as a general approach is much more manageable than having to re-generate pre-generated thumbnail image "sheets" on the back-end when a new image is added, etc.