1. identify and create optimal indexes for your tables

every table should have at least a clustered index

Indexes should be considered on all columns that are
frequently accessed by the WHERE, ORDER BY, GROUP BY, TOP,
and DISTINCT clauses

Static tables can be more heavily indexed that dynamic tables

2. An SQL Injection attack is a form of attack that comes
from user input that has not been checked to see that it is
valid. The objective is to fool the database system into
running malicious code that will reveal sensitive
information or otherwise compromise the server.

Example:
StrSQL = "SELECT * from Users WHERE username = '" +
txtUserName.Text + "' AND password = '" + txtPassword.Text +
"'";
if txtUserName is entered as "admin' OR 1 = 1;--" the query
becomes 
"SELECT * from Users WHERE username = 'admin' OR 1 = 1;--'
AND password = '" + txtPassword.Text + "'"
user logs in as admin

Prevention : 
Use Parameterized Queries or Stored Procedures to prevent
SQL Injection.