For jQuery, I wouldn't recommend mucking too much with the code unless you have too. As you mention, a lot of modules actually have a setting to enable/disable the jQuery inclusion if you know something else (JomSocial) is going to include it anyways. You should check the Ari Image Slider and YT Content Slideshow for that option.
K2 with a monster stylesheet is a great description. However, Javascript is what slows down the page the most. It takes time to execute, and it must execute on every page load. Things like CSS can be cached by the browser. Not that you shouldn't try to minimize where you can, but it gets into the realm of diminishing returns eventually.
CDNs are great for 2 reasons:
1) You'll get a bigger speed improvement as you have more load. Since your server isn't doling out static content, it can focus more on generating pages for users and getting them there quickly. On a 'new' site, you won't see a big improvement, but it's good to have and Amazon is dirt cheap (we spend like $2-4 per month for CDN through them)
2) CDNs are excellent if you have visitors from many regions. If you just visit from your site which may be around the corner from the server, a CDN may show no improvement or actually slow things down. For someone visiting from Japan though, your static content will actually be in Japan and load a ton faster than loading from Chicago (or wherever).
For suggestions, I'd recommend using Pingdom's Page Load Time Tool (free). It can check from different servers and give a history of results, which is nice:
tools.pingdom.com/fpt/
The main number is the # of seconds to load. That will include the render time on your server (server speed/component execution slowness, the transit time (file size), and domready time (time for Javascript to execute). If you see anything odd in there, let us know. I use that tool a lot and can decipher where likely issues lie.
One final note, if you're not using the Automatically login Facebook Users feature of JFBConnect, you can make the following quick change which has a (relatively) big impact on Javascript execution time. In the /plugins/system/jfbcsystem.php file, search for "status: true". You'll see it in a line that starts with FB.init. Change it to false. We'll be including that change in the 4.2 release.
Best of luck,
Alex