This has less to do with "hidden dangers of beautiful themes" as much as it has to do with understanding basics of page loading. HTTP request overhead is well known as a major cause of strain. Most blogs, frameworks, CMSes, etc have decent modules for compressing and caching these resources. It's more friendly for your users, your server. Best of all, they're super easy to use, like, for this sort of thing, incredibly, incredibly easy to use.