SVG images aren’t bitmaps, so (unless I’m missing something) you can’t do spriting like you can with other images files used on web pages (see http://www.alistapart.com/articles
One approach I’ve tried that isn’t spriting, but achieves similar aims, is to include url-encoded SVG images directly in the CSS file, using data URIs.
E.g.
background-image: url(data:image/svg+xml,%3Csvg%20xmlns%3D%22http%3A%2F%2Fwww.w3.org%2F2000%2Fsvg%22%3E%0A%20%20%3Crect%20fill%3D%22%23CCD%22%20%20width%3D%22100%25%22%20height%3D%22100%25%22%2F%3E%0A%20%20%3Crect%20fill%3D%22%23039%22%20width%3D%22100%25%22%20height%3D%22100%25%22%20rx%3D%221em%22%2F%3E%0A%3C%2Fsvg%3E);
(See http://intertwingly.net/blog/2008/09/07/SVG-via-CSS)
So, all your SVG images end up in the CSS file. Gzipping should squish multiple SVG files in one CSS file quite nicely.
As far as I can tell, the CSS above works in Opera 9.5+, IE 9 beta, Safari 5, and Chrome 6. Doesn’t seem to work in Firefox as of 3.6, or earlier versions of the other browsers.