Please report any overly-slow GHC-compiled programs. Since GHC doesn't have any credible competition in the performance department these days it's hard to say what overly-slow means, so just use your judgement! Of course, if a GHC compiled program runs slower than the same program compiled by another compiler, then it's definitely a bug.
Optimise, using -O or -O2: this is the most basic way to make your program go faster. Compilation time will be slower, especially with -O2.
At present, -O2 is nearly indistinguishable from -O.
GHCi cannot optimise interpreted code, so when using GHCi, compile critical modules using -O or -O2, then load them into GHCi.