fast render script

I don''t know if a script is the best to do this but here is what I am tring to do: I want to have many different types of objects all children of D3DObject which has basic functions vertex etc. data. I want to have an ObjectHandler, which when given a list of objects (durring game load), and finds the fastest way to call the many SetTextureStageState(), SetRenderState(), SetTexture(), SetStreamSource(), SetVertexShader() and SetInicies() functions. I thought this could be done with a script that the engine creats, and then runs when rendering needs done, but I can''t figure out how to make a FAST way to run the script. I''ve tried different formats. Is a script really the way to go? I am sure that other people come to this, because other people make processor hungry 3D code. Thanx for all the help already! Tazzeld ~ zach