I've been using SPDY via google's mod_spdy, and it seems to work fine. The only downside is that SPDY seems to do its own compression, so they don't appear as gzipped components and thus yslow complains, so I get a lower score with a site delivered with SPDY than without!
I'm fairly sure this is what's happening - if I request the same item without spdy, it does get Content-Encoding:gzip headers set.
Is yslow likely to get SPDY support soon?
According to SPDY protocol draft, clients are assumed to support Accept-Encoding: gzip, therefore YSlow compression rule should ignore components being served from SPDY protocol.
I'm not sure what's the ideal way to identify SPDY, just run a quick check on this SPDY demo page and noticed x-mod-spdy: 0.9.1.5-301 response header on Chrome Network panel. But this assumes SPDY is being served from an Apache server with mod_spdy enabled.
In Firefox I see X-Firefox-Spdy: 1 which sounds promising. Chrome doesn't show anything but the x-mod-spdy header.
In Chrome you can execute: window.chrome.loadTimes().wasFetchedViaSpdy. That'll tell you if the current page was fetched over SPDY.