How important is having a database optimized. Doing some "basic" optimizations like clearing the cache, runing the Drupal cron and a couple of things more, your database can change from having 4 GB to just around 200MB... incredible? Not at all, the importance of maintenance tasks :-)

Which tasks? Mainly:

• Clean / truncate the sessions table. This table can grow up to several millions of registers. 
• Carefull with the spammers. Your comment table can grow up to similar amounts if too many spammers take a look at you. If the problem is big, simply delete with phpmyadmin:
• delete from comments where status = '1';  // unpublished comments
• delete from comments where status = '0';  // all published comments

Related @links:

• http://www.templatezine.com/2011/02/drupal-how-to-clear-your-cache/
• http://www.web-threads.com/2009/08/how-to-empty-tables-in-phpmyadmin-mysql/