The following are classics on how to develop efficient programs:
Bentley, Jon Louis; 1982; Prentice-Hall, Inc.; ISBN 0-13-970251-2 or 0-13-970244-X.
This book presents Bentley's methodology and set of rules for improving program efficiency, and includes a large number of examples.
Bentley, Jon; 1986; Addison-Wesley Publishing Company; ISBN 0-201-10331-1.
These are selected essays from Bentley's column in the Communications of the ACM. He discusses a wide variety of issues in program improvement, include a large number on efficiency.