Ferose354's second tip is good for Windows users.
Besides that, I also recommend cFOSspeed. If you don't believe that software can increase your network efficiency, just go to their site and you can read a detailed explanation of the methods by which their product accomplishes this. In my opinion, it's the best such software. To give my own summary of how it works, it compresses ACK(nowledgement) packets, which comprise the greatest overhead of any TCP-based traffic, and prioritizes other packets in order to make sure crucial applications' connections experience no delays. It's very customizable, and easy to use I find.
Enjoy,
Doctor Colossus