One way is to use activation regions. To sum them up, they cut up your game into sections, so when you are in an activation region, only those actors "exist". So if you had a separate levels, the enemies in only the current region will act. If you need more explanation, you can search the forums, or ask here.
A similar effect is to disable events for actors not in the screen. This setting can be set for actors in the actor control panel.
Some tips, if you can avoid draw actor events without changing what you want to do, you should. Also, avoid redundant events, of course, but definitely when dealing with clones and collisions. An example, if you are making a shmup, you can give the bullets or the enemies the collision event. There will be lots of clones of both, but, usually there will be more bullets then enemies. In that case, give the event to the enemies.
There are some other general tricks when making your game, but those were the big ones. If you search around, you can find more tips, the link below is full of good tips.
http://game-editor.com/forum/viewtopic.php?f=5&t=6854