We get a lot of questions on irc and labs-l about how to work around the long running query time limits. The question generally goes something like "I've been running this query on (random) wiki for days/weeks/months/years with no problem, but when I try to run it on enwiki it times out! What can I do?"
The answer is "make it run faster" but that's just the snarky start. The real answer is a) look for a way to optimize your query by using indexes and b) partition your query so that you run it N times looking a M rows instead of trying to get all the results at once.
We should have an easy to find and helpful page on wikitech that explains these high level concepts and then provides step by step examples to help people understand how to use the two techniques.