On my websites I tend to use site links as opposed to relative links as shown below:
I use:
<link rel="stylesheet" type="text/css" href="http://www.example.com/_css/_all/stylesheet-global-styles.css" />
Alternative (relative):
<link rel="stylesheet" type="text/css" href="/_css/_all/stylesheet-global-styles.css" />
The reason I use site links is because I use a lot of vanity URL's such as:
example.com/test => example.com/test.php
example.com/test/1 => example.com/test.php?id=1
As a result of the multiple '/' within the second example, my pages think that they are in a subdirectory of the website so therefore 'relative' links do not work unless I put in a '../'. I cannot do this because that would mean directories based upon whether or not a query string exists and how many '/' there are. Consequently I am forced to use site links to include my required content.
I am aware that each request must therefore execute a DNS lookup and this will slow it down, but my question is, how much slower is it if I am linking, lets say, 5 stylesheets and scripts?