The page for ORDER BY on the Postgres website, seems to indicate that it is made efficient by design for the common cases of ORDER BY ASC and DESC at least - but you have to use B-tree indexing for this.
Further reading seems to indicate that if you have WHERE, ORDER BY or GROUP BY statements they all have to be covered by (the same?) B-tree index.
Exhaustive testing from a DBA on StackExchange seems to take a query from over 1200ms down to ~7ms for the case where you can do this.
That's true for single-table queries, but less so for multi-table joins. The RDBMS may need to sort your tables (even multiple times) in order to join them together, or the WHERE/GROUP/ORDER can be on combinations of fields and conditions.
Further reading seems to indicate that if you have WHERE, ORDER BY or GROUP BY statements they all have to be covered by (the same?) B-tree index.
Exhaustive testing from a DBA on StackExchange seems to take a query from over 1200ms down to ~7ms for the case where you can do this.
see: http://dba.stackexchange.com/questions/105316/how-to-speed-u...