I suggest compressing them with a file archiver when archiving the files. 7-zip reduced the file size of my uncompressed files from today 57% which I expect is significantly better than you'll ever get with some computationally cheap on camera lossless compression (and those lossless compressed files are very hard to compress further). That the files are big while on the memory card or while on my HD doesn't bother me, just means I'll be archiving more often.

