An important action with every LinqToSql query is to transform your lambda’s into T-SQL. In simple queries this can take half of the time. By compiling the query you can cache the result of this transformation which saves a lot of processing time on each succeeding query.
There’s a nice write-up over here on how to compile your queries at :http://aspguy.wordpress.com/2008/08/15/speed-up-linq-to-sql-with-compiled-linq-queries/
There’s one tip though I like to mention. If you use simple filter criteria you do not need to create a special SearchCriteria class as mentioned in the post.
var countByCityName = CompiledQuery.Compile(
(AdventureWorksDataContext dc, string cityName) =>
(from CustomerAddress a in dc.CustomerAddresses
where a.Address.City == cityName