Instead of "<font face="Lucida Console">select id from table where fk_foo = (select id from other_table etc etc)" </font>
<font face="Lucida Console">I have used "Select id from table where id in (Select id from other_table where...)"</font>
<font face="Lucida Console">The use of = there is strange. If you are sure that the subselect will return only one value, then you could use a join. (For the subselect case, you could use a join also).</font>
If you can't interpret the results of query analyzer, code it both ways and see how long they actually take.