Create indexes on columns used in the where clause and on join columns.

As for practical...

Run the query, see what the execution plan looks like.

Add an index.

Run the query, see what the execution plan looks like, see if it's using your new index.

Sounds vague, but that's pretty much how it's done.

These may help.

http://www.simple-talk.com/sql/performance/finding-the-causes-of-poor-performance-in-sql-server,-part-1/

http://www.simple-talk.com/sql/performance/finding-the-causes-of-poor-performance-in-sql-server,-part-2/