The YUI Compressor is "designed to be 100% safe and yield a higher compression ratio than most other tools". As of version 2.0, it is also able to minify CSS files. It requires Java version 1.4 or greater: http://developer.yahoo.com/yui/compressor/.
This new service from Google performs a similar compression to JSMin, and in some tests has been found to achieve a higher degree of compression. The compiler is available as both a standalone application and an on-demand API.