Do you have a site that is currently slow? Or is this for building something new?
Site loading speed depends on a variety of factors. You should make sure all images are no larger on the server than they appear on the page, script files should be optimised and made as small as possible, database operations should only return the bare minimum of required data and be handled efficently.
One thing to be aware of is using the Page.isPosBack function. If the page is being reloaded, rather than loaded for the first, a lot of set up can be skipped (say, loading data into views or dropdowns etc) as it is already there.
If you explain exactly what you need we can probably help more.