Honestly, single-table queries aren't likely to be all that problematic, no matter what. You do a full table-scan on a million-row table... well, that's 5 seconds you wish you hadn't spent, but it's not gonna totally kill you, unless it is being hit with great frequency. It's really when you get into large, complicated plans involving lots of joins and various other nasties, that tuning gets to be really critical (except, of course, for very frequently accessed queries).

Somebody could write a whole book on database tuning... oh, wait... several people already have :-P