We'd optimize things so that on our busy day each month, query A would take 2 minutes, and query-set B would take 30 or so in total, and we'd have nice graphs to track trends over time. But every so often, the query planner would change its mind about how to do some part of the operation. You'd be looking at query A suddenly taking 2+ hours, while query-set B hadn't even started yet. In the worst cases, someone would have to get on the phone with our banking partner, and ask for an extended deadline tonight.
Business-critical? The job in question was the business, literally the operation customers were paying for (in combination with a quick template-fill and SFTP, anyway).
It was particularly hard to nail down because the plans would depend on the specific customers in question, and the transactions they were doing that day.