Funny there is no "SQL" tag associated with your question. I suggest, you learn how to use the SQL language and its benefits. From what you say, it is likely you are, with your code, creating a lot of Cartesian products, instead of leveraging the Relational Database facilities (joins, indexes, etc.)

Using cross joins of DataTables or Lists or anything similar will always lead to heavy performance degradation, whatever language or platform is used.

That said, you could use LINQ because it's capable of producing smart SQL (dynamically), but you still want to avoid all ToList(), ToArray() and similar extension methods on IEnumerable(T) that summon all the underlying data (keep it enumerable from end to end and leverage "object streaming" whenever possible). If you understand really what is a Relational Database and how to use it efficiently, you will be a better LINQ developer.