First and foremost, read the official manual's Performance Tips.
Running EXPLAIN on all your queries and understanding its output will let you know if your queries are as fast as they could be, and if you should be adding indexes.
Once you've done that, I'd suggest reading over the Server Configuration part of the manual. There are many options which can be fine-tuned to further enhance performance. Make sure to understand the options you're setting though, since they could just as easily hinder performance if they're set incorrectly.
Remember that every time you change a query or an option, test and benchmark so that you know the effects of each change.