I don't have a book, but my best recommendation would be: Learn how to measure. Whatever language you are using should have a profiler. Learn how to use it and look at how your code holds up. Look for surprises; those are optimization opportunities and learning opportunities. Make a change that you think has a reasonable shot at optimizing performance, look at how the profile and benchmarks change. If you're using a compiled language, look at what the generated code looks like. Is it what you'd expect, or did the compiler do something that blindsided you? Can you get rid of that overhead? Can you use a faster algorithm? Can you make things faster without making it an unmaintainable mess?

In general, you must expect to try ten things and then one of them will help you; fewer if your ideas are bad. :-) Occasionally, you learn new things (either about your machine or your language or your code base) and then you can try that elsewhere in the code (but don't go overboard, every technique has its limits).

DO NOT FALL PREY TO SUPERSTITION. Always measure in one way or the other. Don't do stuff blindly just because someone on the Internet told you (there's a _lot_ of bad performance advice out there).