Avoid expensive queries

Some queries can, and should, be avoided. Two examples:
SELECT DISTINCT nonIndexedCol FROM HugeTable

SELECT * FROM HugeTable ORDER BY nonIndexedColumn

See Prevent the user from issuing expensive queries.

Related concepts
Use prepared statements with substitution parameters
Create indexes, and make sure they are being used
Increase the size of the data page cache
Tune the size of database pages
Use the appropriate getXXX and setXXX methods for the type
Tune database booting/class loading
Avoid inserts in autocommit mode if possible