Many of the websites that I build are not that busy and the priority is ease of maintenance. For these cases, I just load all the scripts that I need, usually jQuery core and related plug-ins for image rotators and so on.
My view is that once the home page is loaded, the scripts get cached so the extra weight does not really affect the site performance all that much (especially for lower traffic sites).
However, a bigger problem has to do with jQuery actions that vary from page to page. In CodeIgniter, I use nested views in a template-type of approach to rendering pages. I often find myself putting in page specific jQuery actions in a <script> tag after my page content section, but before my footer section. Not quite the best but at least my jQuery actions are close to the relevant page elements (usually forms). Ideally, I would create a javascript file specific to each page and load it from the relevant CodeIgniter controller. I usually do this as part of refactoring from version 1 to 2 once the website/application has stabilized.
As an aside, I am much more concerned about keeping my CSS files organized and modular. My CSS tends towards chaos a lot more quickly than my JS files.
Take-Away: If you have a busy site and performance is critical, build in page-by-page script loading into your controllers and maintain a JS file for each page in addition to the global JS file (and similarly for CSS).
If your site is less busy, just load all the scripts and CSS files in the primary page template (or the common header and footer files) as needed.
Having said that, I would rather spend few minutes coding things right and avoiding having a major mess to deal with two years down the road when a major site upgrade is requested.
As professionals, we strive to improve our skill sets and deployment strategies, but not every website project will be perfectly executed since all budgets are finite and time is limited. At the end of the day, we get paid when the work is done, even is not 100% perfect.