Yeah that wave picture is very famous. I understand the need to keep the load times down.
One way is to tone down the color constract of the pictures and make it more like a watermark. This way the file can be smaller.

By the way, I went back to the Shogun 2 screenshot thread and found a few awesome candidates for the header picture.
I wonder whether it is a good idea to simply contact the original authors and ask them to come up with designs based on their pictures?