Where can I find more information about GWT and GWT-Ext's lazy loading?
Quickly googling shows a nice blog entry by the GWT team.
I can't say anything about GWT-Ext, but the same basic techniques will work regardless of technology.
Another possibility for GWT that's coming down for a future release is the "runAsync". Check out the GWT Web Toolkit Contributors mailing list, where there are a few different posts on this topic, including this one. Basically, this will let you separate your web app into multiple, independent "sections", and download them on demand.