Sql-server – Select only the most recent record

Your query includes a lot of tables and columns that aren't listed in your sample data. From this query you can join and pull in other things:

;WITH lastMessage AS
(
    SELECT Id, IdMain, IdReply, DatePosted, rn = ROW_NUMBER() OVER 
      (PARTITION BY COALESCE(IdMain, Id) ORDER BY DatePosted DESC, Id)
    FROM dbo.Message
)
SELECT t.Id, t.IdMessage, m.IdMain, m.IdReply, m.DatePosted
  FROM lastMessage AS m
  INNER JOIN dbo.Target AS t
  ON m.Id = t.IdMessage
  WHERE m.rn = 1;

SQLfiddle demo

If you aim is to have queries with maximum efficiency, none of the above queries is really the best. Not always at least.

Efficiency depends on many different things, like the specific DBMS, the specific version (different versions have different improvements on the optimizer and the available syntax), the type of columns, the indexes available, the size of the tables and distribution of values, the hardware the server is running, the configuration settings etc.

You should always test various different ways of writing the queries, on your tables, with the sizes and distribution you expect to have on production, with your hardware and configuration settings, to decide which rewritings of the queries should be kept.

This specific kind of query is often called greatest-n-per-group (there is even a tag for it!) and under certain assumptions, one of the many ways to write them, is often quite efficient in both MySQL and PostgreSQL. It uses a LATERAL join in Postgres, which is available in 9.3+ versions (in SQL Server lingo CROSS/OUTER APPLY) and a simulation of this join in MySQL.

The assumptions are that the number of authors (the attribute we group by on) is small, compared to the number of posts (the table where we apply the group by). It's also best if there is an index or a table to find all the distinct author_id values and an additional index on the posts table for the group by.

This solution to the greatest-n-per-group problem matches also your request about ties, as it returns always one result per group. If you want to be precise about which one (of the tied) will be returned, the ORDER BY in the subquery can be modified (to ORDER BY pi.date DESC, pi.id DESC or ORDER BY pi.date DESC, a.name for example).

Query in PostgreSQL:

SELECT p.* 
FROM authors AS a
   , LATERAL 
       ( SELECT pi.*
         FROM posts AS pi
         WHERE pi.author_id = a.author_id
         ORDER BY pi.date DESC
         LIMIT 1
       ) AS p ;

Query in MySQL:

SELECT p.* 
FROM authors AS a
  JOIN posts AS p
    ON p.id =
       ( SELECT pi.id
         FROM posts AS pi
         WHERE pi.author_id = a.author_id
         ORDER BY pi.date DESC
         LIMIT 1
       ) ;

The useful index is on posts (author_id, date, id) for MySQL and or on posts (author_id, date DESC) for Postgres.

Needless to say again but before using any of the above, they should be tested in your environment and cross tested against all the many other versions/rewritings of the query. In Postgres for example, the DISTINCT ON syntax can be used in version older than 9.3. The resulting query is more compact than the LATERAL and might be more efficient, under different data distributions. Query:

SELECT DISTINCT ON (author_id) p.*
FROM posts AS p
ORDER BY p.author_id,
         p.date DESC ;