Many database support some form of bulk insert, like Sybase's bcp utility (and corresponding library). That should be the fastest way of doing multiple inserts. Your database might not support doing a bulk insert into a non-empty table - in that case, insert the stuff into a temporary table, and use a stored procedure to move the stuff from the temporary table into the final table.

Also, if you have indices on the table, drop the indices, do the insert, and create the indices again. Dropping and recreating insert triggers could also be a huge gain, but you have to make sure it's safe to drop the trigger.

Abigail