I'll second the advice to use a low- or no-tread tire if you're riding only on roads. Tread doesn't do any good on paved surfaces, and it can slow you down.

On the other hand, you shouldn't necessarily inflate tires to the maximum pressure. That number is usually the maximum safe pressure, not the best pressure for efficient riding. Frank Berto and Jan Heine have determined the optimum inflation for bike tires; it depends on their width and the weight that each tire bears. Their results are summarized here:
http://www.vintagebicyclepress.com/images/TireDrop.pdf

Essentially, if you pump your tires up too much, you lose energy to vibration, whereas tires that are optimally inflated provide some shock absorption when you go over road irregularities.