With MySQL it was for a long time the case that a lot of sub queries would actually perform poorly, because of poor execution plans. (This is no longer the case in MariaDB 5.5 or the upcoming MySQL 5.6.) Because of this, any MySQL DBA knows the rule of thumb that sub-queries should basically be avoided and you can usually get the same result by using JOINs instead.
I've now learned why PostgreSQL DBAs like sub queries so much. PostgreSQL - being the most advanced open source database - apparently does the exact opposite optimizations as MySQL: it requires you to rewrite simple queries into complex subqueries to get what you want. (Update: Mark Callaghan points out that MySQL - while it does create indexes automatically for foreign keys - actually has the same problems with the query plan as Postgres has in this post. See comments for details.)