How to get the latest record from the database

Hi,

sorry for the crosspost, I am not sure how many people are reading the
eof-list.  My problem is as follows: I have a long list of records for
user actions, simplified like this:

  time      user             action

  18:12    user foo         opened document
  18:12    user bar         pasted paragraph
  18:13    user foo         opened another document

The  problem is that there are a lot of these entries in the database.
Now  I  want  to specify a user and get only the latest entry for that
user  (the one with the highest timestamp). The latest timestamp could
also  be  some  time  in the past so I cannot compare with the current
time.

My  solution 'til now would be to fetch all records for the user, sort
them  by  time and return the first (or last) element in the resulting
array.  However,  since  there  can be literally thousands of records,
this is going to be slow.

Does  anyone  have  a better idea to produce SQL for only fetching the
one record in question? I would be very grateful for that!

-- 
Cheers,
 Stefan