Over the last couple of years, I've seen one module appear on almost every high profile Drupal site.
That module is Advanced CSS/JS Aggregation, or AdvAgg, for short.
Here are two videos that will help you install and configure AdvAgg:
The AdvAgg Module, Part 1
The AdvAgg Module, Part 2
These videos are part of our "Speeding Up Your Drupal Site" class.