General Optimization Guidelines
Found this to be a good read.

Optimization involves not only the speed of your code, but also the speed with which you create and debug your code. This means that you are not doing yourself any favors by creating fast but incomprehensible code. Fortunately creating optimal code in Delphi rarely requires ugly code. In fact, optimal code is often elegant code as well. Additionally, within a given application it is likely that the same sort of techniques will be used frequently. Thus, you can essentially set the coding style to what gives the best performance when it matters.