The basic optimization techniques,
SQL
1) Use proper Indexes while creating tables
2) Use proper joins when you call multiple tables while getting result.
3) Use specific columns, instead of calling all the columns in select list.
4) Avoid aggregate functions, and Grouping clauses.
5) Avoid temporary table declaration instead of that use table variable.
6) If data is huge, do pagination using SQL.
Page
1) Instead of load data in load event, perform some action and filter it.
2) retrieve data by using default filter options.
3) remove unnecessary code logic's.
4) remove unnecessary iterations.
5) use light weight controls.
6) If data is huge, instead of doing pagination in coding side, better to do it in database side.
7) Try to avoid RowDatabound event, if you are using DataSource control, this will execute on each and every row.
The above steps are basic and common steps to optimize the page, apart from that you need to concentrate more like server performance etc...
Hope this will helpful to you.