I didn't see a very important one:
Pull up SQL Server Profiler, and watch the SQL:BatchCompleted and/or RPC:Completed numbers for CPU, Reads, Writes, and Duration. Know which is most important in your environment.
Then re-write the statement a few different ways against the full dataset (always more than once), and see, in your actual environment, how each works. Derived tables vs temp tables vs table variables vs CTE vs straight joins, one large statement vs smaller statements, etc. etc.
Know how much resources a given query "should" take; check if hints help, or hurt, and by how much, and decide if they're worth it or not. This is a reasonable way to find missing indexes or SQL Server generating bizzarely suboptimal query plans, by going "Hey! That's too much... why is that too much?"