I am assuming you are using MySQL. If so, there is a very nice mysql performance blog. Definitely check that out. There is also a Mysql tuning book by mysql press itself and then there is Mysql High performance Oreilly book as well.

Plus, there are many simple rules to keep in mind as well. Use innodb when transaction (acid-properties) is important, but MyISAM when reads needs to be efficient. Normalize first and then denormalize (and duplicate data) later when you hit a wall. From the beginning, start with the assumption that there will be many databases and there will be many servers. There is also memcache which is just plain awesome.

Lastly, seriously think when and where you really need a db and where you can just use pickled-data/file-systems. [PG has said this many times as well].

Hope that helps.