Recommendations for displaying large lists

Are there any recommendations for returning large order lists to users?

Let me try to describe the problem we are trying to solve. We have a list of customers who have 1-5,000 + orders associated with each. We pull these orders directly from the database and present them to the user, this is a broken grid. The view we have is a very simple “select columns from orders” that worked perfectly when we were just starting out, but as it grew, which caused performance / conflict problems. It seems that there is a million and one way to fool this cat (to return only data based on the page, to return only the last 6 months of data, etc.), but, as I said, it’s just interesting if there are any resources that provide a little more holding on to the solution to this problem.

We use SQL Server as our transaction database and select the data in XML format. Then we use a mixture of XSLT and Javascript to create our mesh. We are not married to a presentation solution, but have married a database solution.