<p>It seems redundant to have zlib compress a web page during every request. It is also the bottleneck of my files' response times. Is there a way to cache the zlib'd file so that it is compressed only once at each modification? Or should I just keep wishing?</p>

Hm, I think mod_cache will do the job.
http://httpd.apache.org/docs/2.0/mod/mod_cache.html