Which Database Server Platform?
In general you are trying to minimise\eradicate the bottlenecks . The first step is to identify the slow running query , then analyse the access path. Within the analysis you'll indentify various clues that allow you to make the query more efficient.
For example, if you are query tuning in SQL Server -use the Excecution Plan . If you';re tuning in DB2 you can use the db2expln - which maps out the access path.
Once you've fixed all the bottlenecks - and if the query is still slow, look to other aspects of the system for tuning.
Do you have a scenario?
Iam working on db2 platform well I don't have a scenario but just for my knowledge buildup may be in future if I come across such an issue I cud well aware and perform the task quickly ... Thanks for the reply though ...