The question makes little sense: you are not "loading" your JavaScripts to enhance anything, your client's browser downloads all resource from the server and executed the scripts.
I doubt that your problem is great sized of the scripts, but you can improve it only if you learn better programming. You just need to improve your programming skills to write less code which does more and faster.
Only on top of that, you can do some technical tricks that helps you to reduce the size of the scripts. (Again, it has nothing to do with "loading"; you just can reduce the network traffic, which is the real bottleneck. It can pay off if you have really big files.) For that purpose, you can compile script into other script which is compressed but perhaps purely readable. One example of such thing is Google Closure Compiler:
https://developers.google.com/closure/compiler[
^],
https://closure-compiler.appspot.com/home[
^].
You can find a lot more:
http://bfy.tw/CRn[
^].
—SA