See High Performance MySQL book. It list many ways to improve performance. However, one trick I recently learned was to drop all indexes before you do the insert. (Though, then you need to re-generate the index after inserting so depending on the amount of new inserts you do that may be counter productive.) Also, do a google search on mysql for performance tricks. Alternatively, consider using SQLite, if it meets your needs. I was able to use that for a major project with no serrious issues. (I did not need full text search / ability to connect to the database from the network...) Cheers.
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