When you work with the relatively easy to use SQL Server interfaces such as Microsoft ActiveX Data Objects (ADO), Remote Data Objects (RDO), and Data Access Objects (DAO) database APIs, you must remain aware of the result sets they are building. ADO, RDO, and DAO provide database development interfaces that allow rich database rowset functionality without requiring a lot of database programming experience. You can encounter performance problems if you neither account for the data your application is returning to the client nor remain aware of where the SQL Server indexes are placed and how the SQL Server data is arranged. SQL Server Profiler, Index Tuning Wizard, and showplan are helpful tools for pinpointing and fixing problem queries.
Look for opportunities to reduce the size of the result set by eliminating columns in the select list that do not have to be returned, or by returning only the required rows. This reduces I/O and CPU consumption.
For more information, see SQL Server Books Online.