One of my sites lives on GoDaddy's bottom-of-the-line cheap hosting, I have the correct code in my .htaccess file, but it's not compressing because mod_deflate is not loaded.

How do I enable that?

The best I've found is this article which suggests I use PHP to zip everything (which is going to be more work than just changing hosting companies):

" Add the following code to the very top of your Web pages above the DOCTYPE:

if (substr_count($_SERVER['HTTP_ACCEPT_ENCODING'], 'gzip'))    
b_start("ob_gzhandler");
else ob_start();