Not sure what strategy you tried to retrieve the data but I did this kind of stuff years ago with MSSQL even before it had geospatial types and it was fast.
If you have LAT/LON in the table as normal columns indexed you just query the bounding box of your radius so it can use the standard b-tree indexes then post filter to a circle cutting off the corners. Of curse you have to do some work to account for the curvature of the earth but this is pretty standard geospatial stuff.
If you have a DB with geospatial types and indexes like MSSQL 2008+, Oracle, PG etc then this becomes trivial as they can do this directly.
If you have LAT/LON in the table as normal columns indexed you just query the bounding box of your radius so it can use the standard b-tree indexes then post filter to a circle cutting off the corners. Of curse you have to do some work to account for the curvature of the earth but this is pretty standard geospatial stuff.
If you have a DB with geospatial types and indexes like MSSQL 2008+, Oracle, PG etc then this becomes trivial as they can do this directly.