You really should follow the advice already given but I thought that I would share a few thoughts that came to mind when I read your post.
Split your JavaScript out into libraries so that you can only load the scripts that you need instead of sending everything every time. The browser will cache the libraries if you let it.
Use AJAX for page updates where it makes sense, like updating a selection box when a selection is made in another selection box.
If you are working with data and not HTML or JS snippets, then store and transmit it as JSON (JavaScript Object Notation -- you send a data structure that can be converted into a JS object). Once you have your JS object, it can be used or transformed however you like.
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