--- On Sat, 9/25/10, Kees Nuyt wrote:
> * Use large transactions (~ 50,000 is a good start for an
> experiment)
> * Offer the data to sqlite sorted by that unique column
> * Enlarge cache_size.
> * Enlarge page_size.
> * pragma journal mode off.
> * pragma synchronous off.
> * Buy a faster disk.

First off, thank you for your quick and insightful response.

Inserting the data sorted by the unique column is what made the huge 
difference. It's basically down to around 12 seconds (which includes the  CPU 
time from sorting).

For those wondering, I was already using large transactions and I would use 
SQLiteCommands and SQLiteParameters for efficiency.

The pragma variables didn't seem to make any significant difference on my 
machine, although I'm worried as the journal file kept being created even after 
I turned it off. I even queried to ensure it was off. I guess that's a separate 
issue I'll try to figure out on my own.

Thanks again for your help :).


      
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