Voici un article très intéressant de la part de MySQL faisant référence à quelques astuces pour rendre ces requêtes plus performantes.

Voici un petit aperçu :

• Use EXPLAIN to profile the query execution plan
• Use Slow Query Log (always have it on!)
• Don't use DISTINCT when you have or could use GROUP BY
• Insert performance
  1. Batch INSERT and REPLACE
  2. Use LOAD DATA instead of INSERT
• LIMIT m,n may not be as fast as it sounds
• Don't use ORDER BY RAND() if you have > ~2K records
• Use SQL_NO_CACHE when you are SELECTing frequently updated data or large sets of data
• avoid wildcards at the start of LIKE queries
• avoid correlated subqueries and in select and where clause (try to avoid in)
• no calculated comparisons -- isolate indexed columns
• ORDER BY and LIMIT work best with equalities and covered indexes
• separate text/blobs from metadata, don't put text/blobs in results if you don't need them