Page testing utilities are more and more popular. There even companies specialized in Site optimization. If you want to know how Microsoft managed to speed up their http://sharepoint.microsoft.com visit http://blogs.msdn.com/sharepoint/archive/2009/09/28/how-we-did-it-speeding-up-sharepoint-microsoft-com.aspx
Couples of web sites where you can test yours site performance:
Test results for www.mcpblog.net :)
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