I can see slow performance while being in blender but when you export it to a .exe I would imagine I would get much better performance. I mean… if I were to play MOHAA a first person shooter wich came out in 2002 on my pc it looks way better than the project I am currently working on and also there is wayyyy more going on. So why is my blender game SLUGGING a long in comparison to games MUCH older and even better looking looking graphicly intense games?
Because you need a PC like the NASA or it needs to many Resources of the pc incause of to much faces or polygons … or too much Antialising… I am not sure…
Why should the application be faster? it is the same code.
These games are made by professionals who know how to create good looking and stable running games. They spend a lot of time and work to make it like that.
So from the information you provide … the design of your game is simply inefficient (not limited to the visual design 
). To improve that you need to improve your game development skills. So you can create a better game design. Better skills come from experience and what information you can collect.
Just some general thoughts.
When i export to .exe
My game runs smooth i can even use lights aswell, within blender
i have to reload the game with P and esc a couple times to get it
to run smooth… I have a standard pc
Amd anthlon 2 2.8 ghz
Radeon 3000 on board graphics
4gb ram
Have you played planet side 2?
it takes 3 minutes to load…
Woah, even on a high end pc ?
It takes my game 45sec to load lol
I will definitely have a look
I would imagine that it would be faster running a .exe rather than running blender game engine while ALSO having blender running at the same time… shrug Was just assumption, so in response I don’t truly know why it would be faster. Just a guy who doesn’t know how crap works and tries to use logic from time to time. Kick dirt
I find it doesn’t make much difference, optimized or not. Even an exe of a cube moving has my processor and graphics card making a lot of noise.
Real time shadows take up the most frame rate. 
But even when everything is running smooth at 60fps, it feels like my processor is working a lot.
I still like BGE best so far, I feel like I have the most control over what I am doing, especially with python text commands.
When starting the embedded blenderplayer (<P>) Blender is suspended. The overhead is minimal.
Btw. Running the game on a slow PC is a good way to identify bottlenecks. It seams your game has a lot of them. There are a few threads giving advice how to identify and solve such problems.
@Nuances: on WinOS the blenderplayer always makes your CPU seam to occupy 100% even if it waiting a lot. There are threads regarding this topic too.
some video cards wait until they are hot to kick on high fan, this can sometimes lag out games for me (ping pong temp)
I have got stuttery (39 fps) and perfect (60 fps) on the same game with the same computer, by directing air conditioned air through a bag of rice (takes out moisture) then a help filter stack (other wise known as coffee filters)
It smooths out the peaks in heat, and allows “Turbo boost” to run constantly on intel cards…
