Whenever I think of collapsing content through collections of sites, I think of using (if possible) 1) Managed metadata services (taxonomy and general types of content)
2) Search (using the search field, etc.) 3) Some kind of web part for processing data on pages. And efficiency is one of your problems, search is your best choice! Nothing can exceed its performance!
I came across a good solution (expanding the content request web part to aggregate data on different sites and external sources), which can give you several directions: http://www.msteched.com/2009/NorthAmerica/OFC405
The search has its limitations, though (the accuracy of the results depends on when the last index operation was launched). If this bothers you, perhaps you may end up renaming the lists of your site collections, as suggested here: http://social.msdn.microsoft.com/Forums/en-US/sharepointdevelopment/thread/d271da25-57f4-4f59 -a34d-fd06bc4c8ce6
The part of the zipper website suggested in another answer may be useful to you. I would suggest evaluating it (for example, how it does it internally, permissions, additional configuration, efficiency, caching, display control, etc.).
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