Joins are costly, and considering there typically are more clients than servers, there are a lot of situations were it makes sense to do the join on the client -- there's a lot more client CPU available than server CPU.
Try another rule of thumb: the network is slow. Moving more data from server to client than you need to is rarely a good idea. First guess-- albeit not the last word-- is to use the features built into the database to crunch the data.
And if a database join seems "expensive" to you, I suggest you need to look at your indexes.
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