A typical website consists of one index.html file and a bunch of javascript and css files. To improve the performance of the website, one can:
This is not a good idea for the following reasons:
You will not enjoy the benefit of cache
You will load unneeded resources in all of your pages
You will have a hard time while developing your website because of large files with unrelated code branches
If you work in a team you will have to work with your teammates on the same files always, which means that you will have a lot of merge conflicts.
this tools maybe help you. Turns your web page to a single HTML file with everything inlined - perfect for appcache manifests on mobile devices that you want to reduce those http requests.
https://github.com/remy/inliner
You can have a single CSS for all your pages and since it will be cached, the subsequent pages will refer it from cache without sending extra request.
However, putting all Javascript files is into one is contextual. Most probably you might be using libraries like jQuery, and relevant plugins. This 'might' throw conflicting issues between plugins. So, before you try it all at once, try merging few files at once and checking if the error pops or not.
Concatinating your CSS and JS files into one file will reduce the number of requests and make it load faster. But as commented, it won't make much sense unless you have a one-page site and the load time of that page is very critical. So you're better off to separate CSS from Javascript in my opinion.
Here's a book where you can learn more about the topic:
High Performance Web Sites
It would cut down on the number of requests but it would also mean no caching of those for use on other pages. Think of defining an external file as also a way to tell the browser "and this section of the site is reusable". You'd be taking that ability away and so the CSS and JS would load. Like jackwanders said it's great if you only have one page.