Don't tune for speed until you've measured, and even then don't unless one part of the code overwhelms the rest. Fancy algorithms are slow when n is small, and n is usually small. Fancy algorithms have big constants. Until you know that n is frequently going to be big, don't get fancy. For example, binary trees are always faster than splay trees for workaday problems.
Fancy algorithms are buggier than simple ones, and they're much harder to implement.
Use simple algorithms as well as simple data structures. For instance, a symbol table might be implemented as a hash table containing linked lists of arrays of characters. If you've chosen the right data structures and organized things well, the algorithms will almost always be self-evident. Data structures, not algorithms, are central to programming. There is no Rule 6.