The following are classics on how to develop efficient programs:
Kernighan, Brian W. & Pike. Rob; 1999; Addison-Wesley; ISBN 0-201-61586-X. See http://cm.bell-labs.com/cm/cs/tpop/
An excellent treatise on writing high-quality programs, surely destined to become a classic of the field.
Bentley, Jon; 2000; Addison-Wesley; ISBN ISBN 0-201-65788-0. See http://www.programmingpearls.com/
These are selected essays from Bentley's column in the Communications of the ACM. He discusses a wide variety of issues in program improvement, include a large number on efficiency.
Bentley, Jon Louis; 1982; Prentice-Hall, Inc.; ISBN 0-13-970251-2 or 0-13-970244-X.
This book presents Bentley's methodology and set of rules for improving program efficiency, and includes a large number of examples.