Speed of a Query

What is better to use? A series of small SQL statements or trying to amass one big one, complete with joins and calls to all the tables you need? By better I mean which one is faster and more effectient. I would imagine that the big one would be best but I gotta believe calling all those tables at once is slower than quick little calls with short SQL statements.

I would also think a mass query with joins is faster. less code too. but never really paid attention to that.

Large, I'm quite sure.

Unless it forces you to use a function that is slow on your particular DB, e.g. MySQL has some weaknesses in performance somewhere.