What generic techniques can be applied to optimize SQL queries?

Question

What techniques can be applied effectively to improve the performance of SQL queries? Are there any general rules that apply?

Answer 1

The biggest thing you can do is to look for table scans in sql server query analyzer (make sure you turn on "show execution plan"). Otherwise there are a myriad of articles at MSDN and elsewhere that will give good advice.

As an aside, when I started learning to optimize queries I ran sql server query profiler against a trace, looked at the generated SQL, and tried to figure out why that was an improvement. Query profiler is far from optimal, but it's a decent start.