I've just done something of questionable usefulness, but anyway, here it is: a sphreadsheet showing how the size of a setup file changed in each version of DirectX SDK, from Summer 2004 until freshly released June 2010.
It's not suprising that generally the size is growing, from about 150 MB in 2005 until 571 MB in the most recent version. And it's just the size of the setup file. After installation, my DXSDK_Jun2010 directory has 1.22 GB. Here is more detailed analysis of what exactly takes some much space, done with great and free program called WinDirStat. As you can see, Samples subdirectory is the biggest part of it.