I did not know this about connection limits.

The multi-domain assets really bug me when I'm enabling domains one by one in NoScript.

Here is an example of domains used on Amazon's website:

  amazon.com
  www.amazon.com
  amazon-adsystem.com
  associates-amazon.com
  media-amazon.com
  ssl-images-amazon.com

On its own "associates-amazon.com" sounds sketchy, but I suppose you assume the HTTPS page that you loaded from amazon.com knows what its doing.