Reduce the amount of data returned: Only query the data you are going to need, for example:
Avoid SELECT * where possible
Introduce filters as early as you can
Filter with Inner Join where possible (instead of a left join + filtering out lots of rows after)
Use LIMITs while you build up your analysis
Improve the efficiency of your SQL code:
Filter before unnesting: When dealing with arrays or JSON objects, filter before you explode the nested values into rows.
Avoid self joins: Self joins are common when you need to look at the same table in two different ways. Consider using arrays instead.