When defining complex domain models with Hibernate - you will sometimes need to tweak the mapping to improve performance. This is especially true if you are dealing with inheritance (not sure how much inheritance is in your model). The ultimate goal is to have your query pulling from as few tables as possible while still preserving your domain model. This might require using the advanced inheritance mappings (more on that in a sec).
LOGGING SQL
As Terry mentioned, you will want to be sure you can log the actual SQL that is being passed to your database (yeah, you don't totally get away from SQL with ORM). Here is a great article on setting up logging for Hibernate in CF9 from Rupesh:
http://www.rupeshk.org/blog/index.php/2009/07/coldfusion-orm-how-to-log-sql/
HIBERNATE MAPPING FILES
Anytime you want to do something beyond the basic, you want to be sure that you are looking at the actual Hibernate mapping files that are generated for your CFC's. Be sure to set the following with all of your hibernate options in Application.cfc:
savemapping = true
While the cfproperty properties allow you to define many aspects of the mapping, there are actually some things that can only be done in the Hibernate mapping files (and there are tons of community resources on this.
INHERITANCE MAPPING
As I mentioned earlier, Hibernate provides different inheritance strategies for mapping. They are Table per Hierarchy, Table per subclass, Table per concrete class, and implicit polymorphism. You can read more about these types in the CF9 docs under Advanced Mapping > Inheritance Mapping or in the Hibernate documentation (as it would take forever to explain each of these).
Knowing how your tables are mapped is very important with inheritance (and it is also where Hibernate can generate some HUGE queries if you don't tweak your setup).
Those are the things I can think of - if you can give some additional information about your domain model - we can look to see what other things might be done to tweak it.