One of my queries on MySQL 5.0.45 is running slow in \"sending data\" phase. The query is a simple select, returns about 300 integer ID fields as result set.
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I had the same issue: Send Data was very slow, but I had the correct indexes etc.
After much digging around, I found that my join was comparing two fields that were indexed, but had different Collation - one was latin1_swedish_ci and the other was uft8_general_ci.
Once I sent them both to utf8 the query was significantly faster (from 2.7 seconds to 0.002 seconds)