It's definitely faster to do it all at once. Also check out Steve Souder's blog and his book.
That's not entirely correct. Said simply:
Style declarations should be as close to the top as possible, since browsers won't render your page before loading the CSS (to avoid a flash of unstyled content)
Script tags should be as close to the bottom as possible, since they block browsers from parsing after the tag before it is loaded and complete (because the script may change the document with document.write)
If you're interested in frontend performance, I highly recommend reading High Performance Web Sites: Essential Knowledge for Front-End Engineers by Steve Souders.
You should look into some simple but useful tips on the Web that are highly recommended a combination of all of these will give you different results.
Front End Pro Tips
ASP.NET Pro Tips
ASP.NET White Paper
There are a few books also.