Add $wgAllowUserCssPrefs option to disable CSS-based preferences. These are injected by a 'stylesheet' /w/index.php?title=-&action=raw&gen=css, which is ~20 times slower to get out to the browser than a normal stylesheet. If you don't care about your users too much, getting rid of these options can dramatically improve page load times.
Also, update monobook/main.css to actually offer the redlink colour that's been seen on wikipedia since forever. It's only when you turn off this per-user styling stuff that you realise that it's been overriding a different colour since September 2004 :D