Don't optimize a single thing until you find there is a problem! Instead, write clean readable code that you can work on later if you need to.
I've spent the last couple months fixing and replacing a bunch of web code written by a guy who thought performance was everything. You have to get it working first. His code does the wrong thing incredibly fast. Bloody Fucking Useless (TM). I'll spare you the details of his N-Tier Network with Application Servers and crap. I've rewritten half of it in plain old (slow) ASP, and I'm getting much better performance and an easier time fixing bugs.
Once it works, evaluate whether you have a performance problem. If you don't, then leave the damned thing alone.
If you do, start profiling. It's not wasting time where you think it is, guaranteed. Ask the super dawgs of optimization (the John Carmacks, Michael Ahbrashs etc...) how many times they just "knew" where the problem was only to be totally surprized once they broke out and profiled it.
Anyone complaining about how Perl, Python, ASP, PHP or whatever is so much slower than C/C++ is really missing the boat. Web pages spit text out the front door, and talk to files or database through the back door. There is seldom an algorithm to be seen, and most the of processor time is spent doing something other than interpreting your script.
It's a lot easier to optimize a query, add an index, put more memory in the server, disable the screen saver, whatever than it is to rewrite everything in C++ using ODBC.
Once you do rewrite it in C++, you're back to where you started. It's still too slow, and now you need to restructure the query, add memory, turn off the screen saver or whatever...
One other thing, don't believe the hype. Everything latest and greatest is not necessarily fastest and best. Microsoft get's paid when you replace your old perfectly good stuff with whatever they've just released. No one is ever going to convince me that ADO is faster than ODBC when ADO uses ODBC to do its work. What the hell is MTS good for? It's a solution to a problem I haven't seen.