You should always write the fastest code? Well yes and no. It's nice to develop code that is the fastest possible but unless you're in a programming contest to write the fastest code, it's not really necessary. Here is another one of my coding principles. You may not even need to speed it up. It's much better to have working code to speed up than writing fast code and then getting it right.

As you gain programming experience, you get a feel for what works well and what just works and the code you write will often never need speeding up. But sometimes new techniques come along that can be worthwhile. For instance in C#, a for loop is the fastest way to handle a collection. Right? Wrong! Use foreach - it's much faster, less likely to have a bounds error and works with more collection types than a for loop.