The first thing I do in this case is isolate whether it is the amount of data I am returning that is the problem or not (an i/o issue). A simple non-scientific way to do this is change your query to just return the count:
select count(*) --just return a count, no data!
from MyTable
inner join MyOtherTable on ...
where ...
If this runs very quickly, it tells you your indexes are in order (assuming no sub-selects in your WHERE clause). If not, then you need to work on indexes, the WHERE clause, or your query construction itself (JOINs being done, etc).
Once that is satisfactory, add back in your SELECT clause. If it is slow, you are going to have to look at your data access pattern:
- Can you return fewer columns?
- Can you return fewer rows at once?
- Is there caching you can do in the application layer?
- Is this query a candidate for partitioned/materialized views (if your database supports those)?