As the title says: for site speed up sake it is good to implement small images like Data URIs directly into HTML source code, like inline CSS (background image url), or with usual img src. But from which file size is it worth?
To anwser this question first a little background: HTTP works on top of TCP. When the browser opens a connection it sends a TCP packet with the HTTP request to the server. Because TCP has TCP slowstart the server can at most send 10 packets back, totalling 14KB to the browser. After that it has to wait for an acknowledgement from the browser before it can send additional packets.
So if you want the browser to be able to render a page quickly you have to make sure that everything it needs, fits inside 14KB.
Now to anwser your question: If you now have room to spare, you can inline small images as data-uri. Just make sure you keep the gzipped total under 14KB.
NOTE: inlining can as a technique for optimizing the critical path may become obsolete as HTTP/2 becomes the norm and webservers start supporting SERVER-PUSH.