tricks/techniques for flash web banners

Does anyone have any tricks or techniques when it comes to dealing with file size constraints for web banners? I've heard a little about loading swf's into your web banner. I guess the imported swfs would be housed separate from the website hosting your web banners(i.e. on your own personal ftp site). This way you can load swfs that are larger than the max file size. Obviously you still need to be careful about size, but I guess it beats a 30-45k size limit.

Would something like that work? I'm not sure that's common practice or not, but I imagine there has to be some sort of tricks out there, especially some of those web banners that have what looks like video (i.e. those "True" ads).

I hope that made sense, I dont' have much experience with web banners, so I'm a little unfamiliar with techniques.

Any insight is much appreciated!
Thanks!