Querying Posts Without query_posts | Developer Resources.
I love articles like this. WordPress gets a ton of flack about not being a performant piece of software, but it really comes down to the implementation. Unfortunately the implementation isn’t the same for every install. Every theme has a different effect on the overall experience and further: every plugin does just the same.
As with any environment, it’s really important to write the best code you can, and that involves researching the system you’re building upon or integrating with. There’s always the possibility you could be writing higher quality code.