Extracting data from one DB into another

I frequently extract data from one database into another, so I can then anal
yse and sometimes change the data without affecting the source.
These queries take quite a while and I know that the main database needs som
e re-design to help this along, and this is happening too.
What I really wondered is which is the quickest way for me to do this? Is it
better for me to create the table and then insert the right data into it? O
r is a "select into" statement going to be more efficient? Is there another
way I haven't even thought
of yet?
Any help appriciated!Is it the same data/tables? If it is why not set up a dts package to do it?