I've heard that mysql queries are very expensive, and that you should avoid at all costs making too many of them.

I'm developing a site that will be used by quite a few people, and I'm wondering:

How expensive are mysql queries actually? If I have 400,000 people in my database, how expensive is it to query it for one of them?

How close attention do I need to pay that I don't make too many queries per client request?

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Edit: TomTom couldn't be more correct with his answer. According to perormance tests on the sites linked to in the comments (and a couple sites I found through a "mysql queries per second" search), I won't be encountering problems for quite a while - mysql can do thousands of queries per second with a remote server.