What are the Data Loading Tuning from R/3 to BW, FF to BW?

If you have enhanced an extractor, check your code in user exit RSAP0001 for expensive SQL statements, nested selects and rectify them.
Watch out the ABAP code in Transfer and Update Rules, this might slow down performance
If you have several extraction jobs running concurrently, there probably are not enough system resources to dedicate to any single extraction job. Make sure schedule this job judiciously.
If you have multiple application servers, try to do load balancing by distributing the load among different servers.
Build secondary indexes on the under lying tables of a DataSource to correspond to the fields in the selection criteria of the datasource. ( Indexes on Source tables)
Try to increase the number of parallel processes so that packages are extracted parallelly instead of sequentially. (Use PSA and Data Target in parallel option in the info package.)
Buffer the SID number ranges if you load lot of data at once.
Load master data before loading transaction data.
Use SAP Delivered extractors as much as possible.
If your source is not an SAP system but a flat file, make sure that this file is housed on the application server and not on the client machine. Files stored in an ASCII format are faster to load than those stored in a CSV format.