Several things impact the cost of a query.
First, are there appropriate indexes for it to use. Fields that are used in a join should almost always be indexed and foreign keys are not indexed by default, the designer of the database must create them. Fields used inthe the where clasues often need indexes as well.
Next, is the where clause sargable, in other words can it use the indexes even if you have the correct ones? A bad where clause can hurt a query far more than joins or extra columns. You can't get anything but a table scan if you use syntax that prevents the use of an index such as:
LIKE '%test'
Next, are you returning more data than you need? You should never return more columns than you need and you should not be using select * in production code as it has additional work to look up the columns as well as being very fragile and subject to create bad bugs as the structure changes with time.
Are you joining to tables you don't need to be joining to? If a table returns no columns in the select, is not used in the where and doesn't filter out any records if the join is removed, then you have an unnecessary join and it can be eliminated. Unnecessary joins are particularly prevalant when you use a lot of views, especially if you make the mistake of calling views from other views (which is a buig performance killer for may reasons) Sometimes if you trace through these views that call other views, you will see the same table joined to multiple times when it would not have been necessary if the query was written from scratch instead of using a view.
Not only does returning more data than you need cause the SQL Server to work harder, it causes the query to use up more of the network resources and more of the memory of the web server if you are holding the results in memory. It is an all arouns poor choice.
Finally are you using known poorly performing techniques when a better one is available. This would include the use of cursors when a set-based alternative is better, the use of correlated subqueries when a join would be better, the use of scalar User-defined functions, the use of views that call other views (especially if you nest more than one level. Most of these poor techniques involve processing row-by-agonizing-row which is generally the worst choice in a database. To properly query datbases you need to think in terms of data sets, not processing one row at a time.
There are plenty more things that affect performance of queries and the datbase, to truly get a grip onthis subject you need to read some books onthe subject. This is too complex a subject to fully discuss in a message board.