How should one display images whilst keeping file size down?

If I were to use a basic CSS slide show would this give a larger total file size than if the images were just sitting on a page?

I am using lightbox slide show and even though there are more and larger images on this page than that of a page where the images sit alone, the file size is less?

When I use an image for the web I set the file size to 72px, is the anything else I can do to keep best quality without being an Photo shop expert?

Cheers