If it's all in the same db, the easiest way is to not insert
anything. Just use the data you have.
The next easiest way, if it's all in the same db, is like
this:
insert into yourTable
(list_of_fields)
select some_stuff
from etc
If they are from different dbs, and you really need the data
in both places, you can try this. It may or may not be faster than
what you have now.
<cfquery>
<cfloop query="somequery">
insert into yourtable
(field1,field2,etc)
values
select distinct #value1#, #value2#, etc
from some_small_table
<cfif currentrow is recordcount>
union
closing tags