If very large data sets are needed, there's seldom much tuning that can be done through T-SQL or indexes. Usually, if you have to move extremely large data sets, you need to tune the hardware, or, in other words, throw money at the problem.
But that's just a general view on your open-ended question. Do you have a specific issue you're trying to solve?
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Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning