DataObjectUtils is your friend. It has a number of useful shortcuts to quickly and efficiently (i.e. using cache whenever possible) locate individual DataObjects.

Example:

DataContext context = // obtain DataContext using one of the standard methods
int pk = 5;
Artist artist = 
  (Artist) DataObjectUtils.objectForPK(context, Artist.class, pk);

More Info:

1. DataObjectUtils in User Guide
2. DataObjectUtils API