Faster Drupal sites

Hello!

Since I've noticed the issue with speed and Drupal sites, I hope core developers are aware of tips like these. What should I do to make all of my Drupal sites (medium traffic) run faster?

I've tried with normal Drupal caching, but the problem is that when an unauthorized visitor tries to post a comment, he won't be able to actually see his comment online (right after he submits it), because of that page is already cached on the server. It's so confusing for them, so they keep trying to submit it again, and again until my spam module alerts them that their IP's have been added to the potential spam list. So annoying.

I've seen couple of other solutions, examples and suggestions, but is there a straight forward (recommended) solution to make my Drupal sites run faster?