Automattic’s WordPress.com VIP platform has advice on uncached WordPress functions:
WordPress core has a number of functions that, for various reasons, are uncached, which means that calling them will always result in an SQL query. Below, we outline some of these functions. We have a helper file with cached versions of some of the functions, which is automatically available to you.
This is a great resource. I’ve been referring to this document for years, often several times a week, especially when reviewing code. It continues to shock me that WordPress core hasn’t prioritised fixes for several of these identified problems; some of these fixes are no-brainers.
Disclaimer: I used to work for Automattic. Maybe you should, too.