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If this is a concern, you've made some very poor decisions.

What about large assets, like big splash images? Those can be quite a bandwidth hog.

EDIT: from the post, IE8 only downloads stylesheets twice. Nevermind.

Like what? Supporting ie 7 & 8? Using relative urls?

like worrying about twice as many hits to stylesheets (which are typically static content)

It's cached by URL, so I would assume (but haven't tested) that a different protocol would be cached separately.

From a security perspective it certainly should be.