1) Use Stored Procedures where ever possible...
2) Check your queries in the SPs. Remove unwanted fields from the queries...
3) Index the Tables which are used most in Select queries..
4) If you are using SQL Server as DB, monitor the queries to identify which queries take more time to execute.
5) Do not store large data in Sessions/Viewstate.
The above points are basic points.
and Refer the above link
Hope this gives the start you need...