Gwen Shapira has written an article about a good example of a non-trivial performance problem.
I’m not talking about anything advanced here (such as bugs or problems arising at OS/Oracle touchpoint) but that sometimes the root cause of a problem (or at least the reason why you notice this problem now) is not something deeply technical or related to some specific SQL optimizer feature or a configuration issue. Instead of focusing on the first symptom you see immediately, it pays off to take a step back and see how the problem task/application/SQL is actually used by the users or client applications.
In other words, talk to the users, ask how exactly they experience the problem and then drill down from there.