Batching post on the ADO.NET Data Services blog
The post can be found at http://blogs.msdn.com/astoriateam/archive/2008/04/06/batching-data-service-requests.aspx, and talks about how to group multiple requests (for both reading and writing) into a single HTTP request.
Note that this isn't just aggregating a bunch of operations - groups of changes (ChangeSets) can be reordered by the server and are expected to succeed or fail as a group.
Also as another point of interest, note that the entry point for this is a '$batch' resource hanging off of the service entry point. This is similar to what we've done with '$metadata' - you can see a pattern here for what we'd like to do with system services.