query slow then fast

I have a query that runs slow for the first execution that gets substantially faster for subsequent executions, i.e. without any modifications. The hardware is abundant and the I/O is very low. My theory is that the problem might be rooted with compilation. First, is that a valid theory? Second, how can one improve compilation, generally? I have no other details. So please just provide whatever you can.

Thanks so much!

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Éric MoreauSenior .Net ConsultantCommented:
surely because the data is cached in memory. It may be a sign of missing indexes
pae2Author Commented:
Are there any other ideas other than missing indexes? I came up with the same idea. I think missing indexes has some validity. I'm wondering if there's something else.
Éric MoreauSenior .Net ConsultantCommented:
Pretty sure it is the cache. is it a complex query? an ad-hoc query or a SP?

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pae2Author Commented:
I haven't seen it yet. Someone else wrote it. But I think it's going to be coming my way. The compilation suggestion was just an idea I put out there, hopefully with some merit. If you come up with something else, please post it. I will Accept as Solution though. Thanks!
some (small) amount of effort/cost/time can be spent in evaluation of a SQL query
but caching is much more likely to be the cause of this symptom
(particularly if the I/O is slow)
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Microsoft SQL Server 2008

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