>>The one your saying is better

First, I would like to mention that I'm not the one who came up with 
this idea, but well ;-)

 >>1. query all the required records
 >>2. query a subset of those records
 >>3. output the records.

The BIG difference is that 1. you don't query all required records, but 
ONLY the ID of every record,
which may be thousand times smaller than querying ALL columns, 
especially if the table has a lot of columns.
I cannot confirm that it is the way it works for every database, but to 
query only one indexed column,
the system wouldn't even have to read the table, all data could come 
directly from the index which is
also read anyway.
Then you query all columns, but just for a few records.
This is the difference.

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