Yes. In order to keep your web pages as small as possible make sure you are coding and programming with D.R.Y (do not repeat yourself) practices. The more code your website needs to run, the bigger it is. It is also highly recommended that you create separation between the structure, the visual presentation, and the programming. By doing this you can again prevent yourself from repeating code and reduce file sizes.
Keep your images compressed and in a .jpeg format and your graphics in a .gif format. This will reduce the file sizes dramatically.
Also, instead of hosting the images on your own server you can choose to link to them from an external source, just make sure you have the external sources consent as this would be stealing their bandwidth. This would be considered pirating and is therefore illegal.