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What are the main recommendations for speeding up the execution of Query Activity?
As the Query recomputes every time usually it depends on the filters you are using on the data,
and if you really want to purge the data which already having some records and dont wants to recompute and fetch only the latest records we usually recommends to use Incremental Query.
That really all depends on what the query is, how long it's running and the amount of data being pulled and the number of tables being joined.
In general, you want to query against indexed values, pull in only as much data as needed, if joining to other tables ensure that the fields being joined on are indexed.
There are also a vast number of resources online that you can do a web search on that will give you best practices of querying a database so I'd recommend doing one of those.