Conclusion

There are many methods of optimizing your game code. I can not possible discuss them all here. A good practice is to read through other people there code and see other methods of coding things. You will eventually learn techniques on how to make your coding more efficient. Just keep trying. Also make sure to always try and limit the amount of code you are using. This saves you time from programming but also saves Game Maker time for interpreting. Lazyness is useful :)

Related links:

Game Maker manual, speed considerations
Big Brain, multiplayer performance tips
GMC, Functions to avoid
GMC, GM functions measured for execution speed