How much does a single request to the server cost

Question

I was wondering how much do you win by putting all of your css scripts and stuff that needs to be downloaded in one file?

I know that you would win a lot by using sprites, but at some point it might actually hurt to do that.

For example my website uses a lot of small icons and most of the pages has different icons after combining all those icons together i might get over 500kb in total, but if i make one sprite per page it is reduced to almost 50kb/page so that's cool.

But what about scripts js/css how much would i win by making a script for each page which has just over ~100 lines? Or maybe i wouldn't win at all?

Question, basically i want to know how much does a single request cost to download a file and is it really bad to to have many script/image files with todays modern browsers and a high speed connections.

EDIT

Thank you all for your answers, it was hard to chose just one because every answer did answer my question, I chose to reward the one that in my opinion answered my question about request cost the most directly, I will not accept any answer as correct because everyone was.

Answer 1

Multiple requests means more latency, so that will often make a difference. Exactly how costly that is will depend on the size of the response, the performance of the server, where in the world it's hosted, whether it's been cached, etc... To get real measurements you should experiment with your real world examples.

I often use PageSpeed, and generally follow the documented best practices: https://developers.google.com/speed/docs/insights/about.

To try answering your final question directly: additional requests will cost more. It's not necessarily "really bad" to have many files, but it's generally a good idea to combine content into a single file when you can.