99% of problems I have seen are caused by putting too many tables in a join. The fix for this is to do half the join (with some of the tables) and cache the results in a temporary table. Then do the rest of the query joining on that temporary table.
Query Optimisation Checklist
Run UPDATE STATISTICS on the underlying tables
Many systems run this as a scheduled weekly job
Delete records from underlying tables (possibly archive the deleted records)
Consider doing this automatically once a day or once a week.
Rebuild Indexes
Rebuild Tables (bcp data out/in)
Dump / Reload the database (drastic, but might fix corruption)
Build new, more appropriate index
Run DBCC to see if there is possible corruption in the database
Locks / Deadlocks
Ensure no other processes running in database
Especially DBCC
Are you using row or page level locking?
Lock the tables exclusively before starting the query
Check that all processes are accessing tables in the same order
Are indices being used appropriately?
Joins will only use index if both expressions are exactly the same data type
Index will only be used if the first field(s) on the index are matched in the query
Are clustered indices used where appropriate?
range data
WHERE field between value1 and value2
Small Joins are Nice Joins
By default the optimiser will only consider the tables 4 at a time.
This means that in joins with more than 4 tables, it has a good chance of choosing a non-optimal query plan
Break up the Join
Can you break up the join?
Pre-select foreign keys into a temporary table
Do half the join and put results in a temporary table
Are you using the right kind of temporary table?
#temp tables may perform much better than @table variables with large volumes (thousands of rows).
Maintain Summary Tables
Build with triggers on the underlying tables
Build daily / hourly / etc.
Build ad-hoc
Build incrementally or teardown / rebuild
See what the query plan is with SET SHOWPLAN ON
See what’s actually happenning with SET STATS IO ON
Force an index using the pragma: (index: myindex)
Force the table order using SET FORCEPLAN ON
Parameter Sniffing:
Break Stored Procedure into 2
call proc2 from proc1
allows optimiser to choose index in proc2 if @parameter has been changed by proc1
Can you improve your hardware?
What time are you running? Is there a quieter time?
Is Replication Server (or other non-stop process) running? Can you suspend it? Run it eg. hourly?