A concurrent dilemma
When HTTP/1.1 was introduced with persistent connections enabled by default, the suggestion was that browsers open only two connections per hostname. Pages that had 10 or 20 resources served from a single hostname loaded slowly because the resources were downloaded two-at-a-time. Browsers have been increasing the number of connections opened per hostname, for example, IE went from 2 in IE7 to 6 in IE8.
You can see from their tests (see image left) that modern browsers have upped this limit to 8 connections, this can have a dramatic affect on perceived speed as more of the application can be downloaded at once and when partitioned correctly (using a lazy loading pattern preferably) then users can see something happening in the browser much earlier than they could with a plug-in such as Silverlight or Flash (beware the loading circle of doom).
One build for all?
Unfortunately each build is different for each project and therefore there is no magic bullet for this. Fortunately there are a number of key pieces of information and discussions about how to perform this task. There is a thread on the ESRI support forums going through the process an excellent Geocortex post upon why they did a custom build here and finally a link to the Dojo documentation outlining the process in full. Whilst it might be a complex procedure, for people who are interesting in getting their application to load in the fastest time within the browser, it should be a procedure worth looking at.