You want the size of the page to be small - at least the page that is delivered to mobile devices. This way its a fast download and won't take much bandwidth which costs the phone user more. Actually, keeping the page size small is always a good idea to insure fast browser resolution so people don't just leave your site waiting for it to load.
Here is some info:
http://www.w3.org/TR/2006/WD-mobile...PAGE_SIZE_LIMIT
I would aim for no more than like 2-6k or less of a file/page size.
Here is a mobi site that offers more info:
dev.mobi
Here is .Mobi Site Construction Training:
http://pc.dev.mobi/?q=node/72
Here is a .mobi site checker that tells you about the the size of your pages as well as a lot of other stuff:
mr.dev.mobi