>> would be much quicker as
>>
>> select myTable.myField LEFT JOIN AnotherTable on myTable.MyField = AnotherTable.myField where AnotherTable.PK IS NULL
>
>The reason of this thread is because this was not optimized. Once I changed it to the LEFT JOIN, it works really fast.
Exactly. But in your posted version I didn't see a LEFT JOIN.
If it's not broken, fix it until it is.
My Blog 
