Simplify and cut out the cruft. Avoid unnecessary abstractions or steps.
Don't repeat work (e.g. duplicate database queries)
Don't ask more than needed (DB queries are again a good example)
Preprocess what you can, e.g. take work out of the hot loop and do it once it advance, create lookup tables, etc.
Make the work faster
Lay out your data in a way that's convenient for the processing (data-oriented programming). Array in, loop, array out tends to play well with how CPUs and memory work.
Avoid indirection. That's pointers, virtual methods, string matching, etc.
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