radic wrote:
As far as I see it there is no "standard" fastest way to retrieve data but you must optimise with each query?
That is absolutely right. Usually it's faster to do one big statement instead of many smaller ones - but a join can be really slow if you don't optimize it. DBMS are usually pretty good at optimizing, but sometimes you need to give them the correct hint.
This question is really a SQL question. I suggest to dig into your DBMS documentation (Oracle has a huge documentation) or search for SQL optimizations in Google - you will find tons of documents.