It might be what kinds of stuff I write (the stuff that's at all performance-sensitive is mostly data-processing algorithms), but I've had reasonably good success with the write-and-then-profile approach, and found myself wasting a lot of time on bad guesses if I tried to optimize things up front. I agree it's also possible to make something a really slow mess that's hard to fix, though.

My current method is to think about performance while writing code, but instead of doing anything particularly clever up front (unless it's easy), just make a comment to myself about potential places for improvements, like "doing the naive scan through the list for now, maybe could do [blah blah]". Then I'll profile later, and in a surprisingly large percentage of these cases, the places I identified for potential performance improvements don't matter, so it's a good thing I didn't bother doing something clever that would've taken more time to write, and been more error-prone.