Stop relying on your ORM and learn SQL 15 years ago
Knowledge of SQL is definitely needed even when using ORMs, but I agree with both of the other commenters. Instead of starting out with bending the ORM to your will it is better to use the API of the ORM in the way it really is intended.
In my experience with Rails ActiveRecord the usual suspects are N+1 queries, repeated queries that hit the query cache (they are really quite slow in Rails 3), and missing indices.
But intricate knowledge of SQL is most certainly necessary when using ORMs in conjunction with anything else than a trivial data model.