I somehow completely failed to mention the whole $uses/ClassRegistry/loadModel/chained models thing in my 8 Ways to Speed Up CakePHP Apps post.
He talks about chained models and the $uses array you can define in your controller to set them up. Once loaded, you can chain the objects for the models together and make compound requests. Of course, if you're looking for speed, you want to keep these down to a minimum:
Having one or two extra models in your controller's $uses probably isn't going to kill your app. I added one extra model to my test app and there was about a 4% increase in how long the page took. Then I added seven extra models and there was approximately a 40% increase. So roughly 4-6% for every additional model.