I'm the developer of the site so I should be able to answer most of these questions
You brought up some interesting points.
In terms of backend (Backend is rarely the source of bottle-necks in page loading, it's mostly loading but it's still worth going over the tech), the site runs on 2 dedicated servers from LiquidWeb (Both with 12xAMD Quad core 1.9Ghz processors and 128GB RAM) using Python and PHP (PHP for the cart/PayPal stuff, Python for the main frontend). We also use MongoDB, Redis and Memcached to speed up processing even more.
When the browser makes a request for a
static image and sends cookies
together with the request, the server
doesn't have any use for those
cookies. So they only create network
traffic for no good reason. You should
make sure static components are
requested with cookie-free requests.
Create a subdomain and host all your
static components there.
If your domain is www.example.org, you
can host your static components on
static.example.org. However, if you've
already set cookies on the top-level
domain example.org as opposed to
www.example.org, then all the requests
to static.example.org will include
those cookies. In this case, you can
buy a whole new domain, host your
static components there, and keep this
domain cookie-free. Yahoo! uses
yimg.com, YouTube uses ytimg.com,
Amazon uses images-amazon.com and so
Another benefit of hosting static
components on a cookie-free domain is
that some proxies might refuse to
cache the components that are
requested with cookies. On a related
note, if you wonder if you should use
example.org or www.example.org for
your home page, consider the cookie
impact. Omitting www leaves you no
choice but to write cookies to
*.example.org, so for performance reasons it's best to use the www
subdomain and write the cookies to
All of the static content is served through NGINX with keep-alive and very high expire times so it's cached by the users browser for as long as possible, this makes subsiquent page loads very fast because next-to no resorces need to be loaded. We've also started playing about with things like pre-loading images and pages to make things even faster.
But I think the main thing that contributes to our speedy page loads is using AJAX, this means every time your browser requests a page it only loads the resources required for that page, everything else stays where it is. We can also use things like animations to make the page look faster, even if it isn't (It's a psycological thing, if an image takes 1 second to load but for the last 0.25 seconds you're fading in the image, users will feel as though it loaded in 0.75 seconds because things are happening).
There are lots of tricks to getting a fast website (Hint: Time spent trying to speed up your backend is probably wasted. Simple things like using CDNs, minifying files, using CSS sprites etc. can shave half a second of your page load time, you'd have to spend days maybe weeks performance tuning your backend to get that kind of improvement), consult the suggestions on Google PageSpeed and Yahoo YSlow then Google to figure out how to best to impliment it for your site.