If the core of the function involves no data access, you might care to try turning it into a CLR function (deterministic and precise if applicable). Since CLR functions are compiled, scalar CLR functions will tend to execute faster than the interpreted T-SQL ones, assuming they don't get slowed down by things like data access. Especially on things that CLR is "good" at and T-SQL is only somewhat good at (like string manipulation/pattern-matching, formatting, some type of validations etc...)

Still - it's not at all unusual to see that simply incorporating the "guts" of the function into the outer select is faster than calling the function. That approach might even be faster than using the CLR version of the function (and won't have the resource issues you sometimes run into with CLR objects in SQL Server).