I know I already posted my recommendation for both Nitrous and TCP Optimizer but I do want to say that I have read reports that for some users, TCP Optimizer either slowed down their internet speed or worse, prevented YouTube from working at all. A simple uninstall of TCP Optimizer fixed this problem. I had to power down then power up my phone for the tweak to work. Just pointing that out.
I can firmly say though that both tweaks combined have greatly sped up my Internet connection and improved my overall experience a ton. In fact, my co-workers and I compared phones today on our works' wi-fi network. It was my 4S vs a stock 4S vs a HTC Thunderbolt vs Samsung Galaxy S2. And my jailbroken 4S with these two tweaks installed consistently loaded YouTube videos (via ProTube), embedded YouTube videos, and random websites faster than each of their phones. Sometimes one of their phones loaded a page first. But more times than not mine finished first. Needless to say, my coworkers' stock 4S will be jailbroken tonight haha.