1. Increase ADO.NET BatchSize to eliminate unnecessary network roundtrips, e.g. SqlDataAdapter.UpdateBatchSize when working with DataAdapters, or SqlBulkCopy.BatchSize when applying SqlBulkCopy.
2. Limit the number of indices on the target table to what is really essential for query performance. SQL Server Index Tuning Wizard can come in handy here.
3. Place indices on master table columns referenced by the target table's foreign keys, so that referential integrity can be checked quickly.
4. Choose the target table's clustered index wisely, so that inserts won't lead to clustered index node splits. Usually an identity column (AKA "autoinc") is a good choice. If you don't have autoinc primary keys, consider introducing a new identity column just for the sake of making it your clustered index.
5. Let the client insert into a temporary heap table first (that is, a table that has no clustered index, resp. no index at all). Then, issue one big "insert-into-select" statement to push all that staging table data into the actual target table. The "insert-into-select"-statement must contain an "order-by"-clause which guarantees ordering by clustered index.
6. Apply SqlBulkCopy.
7. Decrease transaction logging by choosing bulk-logged recovery model, resp. setting SqlServer traceflag 610.
8. If your business scenario allows for it, place a table lock before inserting. This will make any further locking unnecessary, and is especially a viable option on staging tables as described in (5). SqlBulkCopy also supports table locks via SqlBulkCopyOptions.
9. Place database datafile and logfile on two physically separated devices, e.g. on two disks or two SAN LUNs configured for different spindles.
10. Prefer server-side processsing (e.g. by means of "insert-into-select") to client-to-server-roundtrips wherever possible.
11. This is probably the fastest insert-approach I have ever heard of (taken from this sqlbi whitepaper, see final paragraph): Create a new heap table just for the current insert batch, SqlBulk-Copy data into that table, then create a suited clustered index on the table, and add the table as a new table partition to an existing partitioned table.
12. Check execution plan when inserting, and go sure it does not contain anything unexpected or dispensable that might slow down your inserts, e.g. UDF-calls during check constraint execution, heavyweight trigger code, referential integrity checks without index usage or indexed view updates.