Subquery speed : IN (SELECT ...) versus IN (X, Y, Z, ...)

[HMax]

Hello list,

We are currently tuning our queries speed and we found out that the
ones using subqueries are quite slower than the 'usual' ones. Here is
an example of a wierd behavior.

We have a city list associated with zipcode, and user can search a
database of people living in a given city. The problem is that a city
can have several zip codes.

Our first request is :
SQL1 = " SELECT zip FROM tblcity WHERE cityname = 'Paris' "

This request actually returns something like 20 results.

The second request list the people living in areas with those zip codes:
SQL2 = " SELECT people FROM tblpeople WHERE zip IN (###) "

In ### we can either put
- A : SQL1
- B :  the list build from a recordset opened on SQL1 which would give
something like : '75000', '75001', '75002', '75003', etc...

Queries speed are 0.16s for A, and 0.05s for B.

Can anybody explain this behavior, and maybe offer some advices on
optimizing our queries.

Thanks

-- 
HMax