This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
I touch on performance in a few chapters of "SQL Antipatterns," but mostly the problems have to do with broken database design, inaccurate results, inexplicable errors, poor development practices, or security holes.
Performance optimization is highly implementation-dependent, and I wanted to try to make my book as neutral as possible with respect to the SQL language, not cover tips & tricks of individual RDBMS vendors' implementations. There are plenty of books on Oracle Optimization, MySQL Optimization, SQL Server Optimization, etc.