Today, I coded the front end of the interface that I've been wanting for the project that I'm doing at work. By trashing the managed code that rearranged the XML query from the original format to the format that the old interface required, then doing the parsing of the smaller XML query in unmanaged code -- which greatly reduced the amount of actual parsing required -- I cut the amount of time that the query took by 94 percent. That is, it was taking more than 20 minutes, but now it takes about a minute and fifteen seconds.
I still need to see if there's anything to do to reduce the amount of work on the return side of the query, but I'd say this qualifies as so far, so good. :)