Federico Cargnelutti listed 10 articles that explain and give some examples of different ways to optimize MySQL:

Identifying slow MySQL queries
MySQL & PHP Performance Optimization Tips
MySQL Presentations: Optimizing MySQL
MySQL 5 Optimization and Tuning Guide
Survive heavy traffic with your Web server
Tools to use for MySQL Performance – Peter Zaitsev
MySQL Queries Optimization (video) – Peter Zaitsev
Table Design and MySQL Index Details
MySQL Reference Manual: Optimization Overview
MySQL Reference Manual: The MySQL Query Cache

Read more here on Federico's Blog, and feel free to add here other source that are good for optimizing MySQL.

the first link is said not unsafe by firefox.

So, it is better not to open the 'Identifying slow MySQL queries' link (first link in the blog article) until the site there is cleaned up!
No problem for the others.