Splitting components allows you to maximize parallel downloads. Make sure you're using not more than 2-4 domains because of the DNS lookup penalty. For example, you can host your HTML and dynamic content on www.example.org
and split static components between static1.example.org
and static2.example.org
For more information check "Maximizing Parallel Downloads in the Carpool Lane" by Tenni Theurer and Patty Chi.