This page sum up all you have to know about optimization in C++ (be it while or after writing software). It's really good advice and is very lear -- and can be used as a useful reminder in optimization phase on a project.
It's a bit old so you also have to know wich optimizations are already done by your compiler (like NRVO).
Other than that, reading the Effective C++, More Effective C++, Effective STL and C++ Coding Standards that have already been cited is important too, because it explains a lot of things about what occurs in the language and in the STL, allowing you to better optimize your specific case by using a better understanding of what's happening exactly.
