That's a vague question. Entire books have been written on the subject.
Start with these:
Then consider Grant Fritchey's book:
http://www.amazon.com/Server-Performance-Tuning-Distilled-Experts/dp/1430219025/
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability