Working with Large Data

Define large?  Ive been struggling a bit with direct query being very slow, so much so i was pulling my hair out.  it could be our network though, so ive taken to reducing my model to only what i need (which is what is best pracise anyway - i wanted to do that via sql code but i was unable to) - importing in has worked better.   

The issue I was having regarding not being able to write sql queries is that i log onto a a dev domain from my local, when i try to write sql queries as opposed to bringing in the whole table, i get user not authorised.  Still haven't worked out why that is happening.  I did then create views, however still found the direct query slow and it was using a lot of my memory too, even though i was expecting that to be on the server side.