If an application might take a while to process data, it is useful to provide visual feedback to indicate that something is happening, so the user does not assume that there is a problem and request the page again. Although doing this does not optimize your application's processing efficiency, it does make the application appear more responsive.
You can use the cfflush tag to return partial data to a user, as shown in Introduction to Retrieving and Formatting Data.
You can also use the cfflush tag to create a progress bar. For information on this technique, see the technical article "Understanding Progress Meters in ColdFusion 5" at www.adobe.com/v1/handlers/index.cfm?id=21216&method=full. (Although this article was written for ColdFusion 5, it also applies to ColdFusion 8.)