SQL performance has been a big focus of mine lately. Too often you find sql that someone tested in a lab and shipped it, without ever running it against production data and checking the query plan and read count. Once it starts running against millions of rows, it times out. Then it often ends up on my desk to rewrite. A friend of mine, Dave Roberts, is one of those I rely on when I get stuck. He shared with me the following list of articles, mostly from msdn, which will aid you on your quest for faster running queries. This is a good list to keep handy. They are the kind of articles you run across, but can never find them again when you really need them. If nothing else, they will help you out if you are having trouble falling to sleep one night.
nQuery Analysis
nTroubleshooting
nStatistics
nBlocking
nFragmentation
nTable Variables
nQuery Recompilation