Given the example below where 'first_table' could be huge, are sqlite
or other relational databases clever enough to do the WHERE filter
before doing the joins.

SELECT
*
FROM
first_table
INNER JOIN second_table ON second_table_id = second_table.id
INNER JOIN third_table ON third_table_id = third_table.id
WHERE
first_table.target_field=x

or would it be better to do

SELECT
*
FROM
(SELECT * FROM first_table WHERE target_field=x)
INNER JOIN second_table ON second_table_id = second_table.id
INNER JOIN third_table ON third_table_id = third_table.id
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