I wanted to make a readable bibliography which uses as less space as possible, something like this:

I modified the A&A natbib style package to have something like that, here is the code (rename .txt to .bst). You need to put it into your latex as:

usepackage[numbers,sort&compress]{natbib}
bibliographystyle{bib}
usepackage{paralist}
renewenvironment{thebibliography}[1]{
  section*{refname}
  letparrelaxletnewblockrelax
  letolditemitem
  renewcommand{item}[1][]{ textbullet textbf{olditem} }
  inparaenum}{endinparaenum}

This create citations of the type “[1]”, which are the shortest. They are listed in order of appearance. To add the bibliography then I use:

{footnotesize
renewcommand{section}[2]{} % remove title
setlength{bibsep}{0.0pt}
bibliography{bib}
}