Speeding up load times… tips!

Guess ideally having your blog load up super quick is desirable for your users, what are some good tips to get things moving quickly?

Also my slideshow loads but the image is usually quite large then resizes, how can I change this so just a thumbnail loads?

Using custom fields with ‘Image’ and ‘gallery_image’ is theres a different custom term to load just thumbnails eg ‘thumbnail_image’?

Thanks