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{proposal} 
\usepackage{paralist} 
\renewenvironment{thebibliography}[1]{% 
 \section*{\refname}% 
 \let\par\relax\let\newblock\relax% 
 \let\olditem\item 
 \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}
}