Well... I often ask myself the same question. I often do things in a very readable way, that works well, no bugs etc... And then my boss will come, hack the code, make it two times shorter, and result in a faster more efficient way. Often not as readable though.
I also often wonder when building regexes if Im using the fastest way. It would be nice to have examples of two regexes doing the same thing but one faster than the other, and explain why it is faster, so that we can understand how to write more efficient code.