Let's cut to the chase: some people have experienced MODX Revolution to be a tad on the slow side. It's the "Infinite Configuration Engine" - in other words, MODX Users have all the Freedom in the world to implement it how they wish, and often that can result in less-than-optimized setups. But the reality is, MODX Revolution is blazingly fast, if you follow a few simple guidelines.
Here's a quick run-down of the Top 3 things you can do, the moves with the highest impact, to Turbocharge MODX Revolution and make it fast like Santa's Reindeer.
Upgrade to 2.2.6
In addition to the regular improvements and bugixes, 2.2.6 included some serious performance optimizations. Usually you don't notice a difference between minor versions, but this patch is killer. There's also some security updates in there, so every site you build from now should be in 2.2.6+ without a question. Learn more here.
*UPDATE[2013/06]: Since this post two new releases have come about with very important security fixes and performance enhancements as well. Always download the latest version!
*UPDATE[2014/08]: If you don't already know, MODX is on branch 2.3.x now, and along with further, critical security fixes, it also performs faster in the Manager as well as the front-end.
*UPDATE[2018/12]: Time flies. Upgrade to 2.7 and beyond...
Advanced Cache Management
MODX has a great caching scheme. Out-of-the-box, it will cache its output aggressively to ensure fast server response times, but now with Jason Coward's tool getCache, you can do some very advanced, finely tuned cache management on your site that will significantly improve performance, even after you've made edits. Check out the sister post to this one that explains how to do this in detail. *UPDATE: Also check out this post on the official MODX Blog about various caching mechanisms for MODX Revolution.
Jason's Mosquito Optimization
Read this post. Jason has a point that maybe conditionals have no place in content, but really let's face it: they're so damn handy that I bet we'll never give up using them. So by slightly changing the way you form your conditionals in MODX you can vastly improve the performance of the pages that utilize them.
OK I Lied There's #4 - Migrate to MODX Cloud!
Seriously folks, unless you have a screaming VPS or dedicated server (and even sometimes if you do) you can speed up your site dramatically by simply putting it on MODX Cloud. I won't go into the myriad technical optimizations they've done to make MODX Cloud the fastest platform available, but trust me - it's fast. Sign up now.
*UPDATE: Since this post, MODX Cloud has become more of a development-environment-on-hyperdrive versus a production environment.
*UPDATE[2014/08]: We've come full circle – MODX Cloud has come a long way and I don't hesitate to recommend it for a production site with modest traffic.
*UPDATE[2018/12]: MODX Cloud is pretty much the easiest way to host any MODX site. If massive scale is important, contact the MODX Cloud team for custom solutions. They're doing amazing things.
If you do nothing else but these four things - even if you just do two or three of them - you will Turbocharge your MODX Revolution sites and the Gods of Internet Speed will look kindly upon you and endow you with supernatural gifts of plenty. Go forth and be awesome :)