Ah, you're talking about the packet headers and the impact this has on download speed. Also that small packets have a bigger total overhead than large packets although the effect only really becomes apparant with very small packets. This is however not what we were talking about unless Dave was comparing the download speed of files smaller than the normal packet size. For files larger than the packet size the ratio of the overhead over the data tend to become the same for all files and won't cause a different download speed for different file sizes. With the handshaking I was merely referring to the fact that it normally takes up to 10 seconds before my download starts. Do you want to convince me using network protocols that this is not the case when I know it for a fact?
No, I'm referring to the impact of store-and-forward devices on smaller packets vs packets at max MTU. But your point of payload ratio will also have an impact.