I finally found the option to enable GZip compression in WordPress, so you might be finding that the pages are a bit quicker to load now. If you’re stumbling across this page through a search engine and want to know how to enable compression in WordPress, you can find the option in “Options” and then rather strangely in “Reading” of all places, where there is a tick box right at the bottom of the page labelled “WordPress should compress articles (gzip) if browsers ask for them”.
I was slightly sceptical about the possible improvements I’d see - fair enough I thought that maybe users on dial-up or 0.5 or 0.25mbps connections might see an improvement, but I was quite surprised to notice a clear improvement in responsiveness even on my 8mbps connection! The moral of the story seems to be that if you can offer compression on your site, then do so as even those on fast connections will notice the benefit!
For the curious amongst you I came across a useful tool that will check if a site is using compression or not, and then give you a break down on the potential speeds and sizes of compressed versus uncompressed; its interesting if nothing else so take a look here.