Highlights from this video:
and much more!
In SQL Server Reporting Services, you have two options for connecting to the various data sources: you can either use a Shared Data Source, which is shared among multiple reports, or the Report-Specific Data Source which the name implies its use. This series of SQL Server Reporting Services video tutorials explains the difference between the two (a quick difference at that) and then gets into the nitty gritty: performance tuning your Shared Data Sources. Tweaking Shared Data Sources usually offers the most impact on performance and, after watching this series, you'll have a much more in-depth understanding of what to do (and use), when.