Instead of writing anything on this most researched topic, I'm just posting some links here.
http://www.youtube.com/watch?v=dlH2pIndNrU
http://projectsseminar.blogspot.com/2011/06/regular-expression-to-dfa.html
http://en.wikipedia.org/wiki/Regular_expression#Implementations_and_running_times
http://swtch.com/~rsc/regexp/regexp1.html
http://www.youtube.com/watch?v=dlH2pIndNrU
http://projectsseminar.blogspot.com/2011/06/regular-expression-to-dfa.html
http://en.wikipedia.org/wiki/Regular_expression#Implementations_and_running_times
http://swtch.com/~rsc/regexp/regexp1.html