I use requestpolicy with fairly strict settings, and I have since grown to hate websites that have the content and styles loaded from two or more different domains. The vastly faster load times and vastly less junk on the page definitely makes it worth it.
Funny, because loading assets from different domain actually can help improve page performance: for one it allows to work around maximum-parallel-request-per-domain restriction, for other you may serve resources from cookie-less domain shaving a few more milliseconds.
It absolutely can. Unfortunately the stuff usually loaded is a crapload of antisocial share buttons and tracking crap that more that destroy any gain that the techniques you mention bring.
