The images Jonathan mentioned are a bit large but compressing them will likely not make much difference. The issue is more the large number of files (images, css, js and flash), rather than the size of any individual one. Converting many of the smaller images into a sprite will definitely help.
You can try caching with a plugin or if you’re already using one, the cache expiration time needs to be longer (set to expire farther into the future) like 30 days.