Performance in MySQL Result Question

Hi, I've got a page with lot's of visitors every day and I sure hope to get more, so I'm already thinking of performance. This is what I've got. Users select one or more things out of a couple drop down menus, no big deal. Their selection is than shown, with a limitation of 20 results on the page. Now comes my question, what is better speaking of performance: When users go on to the next page, is it better to provide the select statement again with a different integer for the limit? Or is better to do a full select without a limitation on first page. But than I don't know how to provide the result set for the next, next, ... page? What would be your choice? I'm open to suggestions, maybe somebody has a totally different idea. The limitation of 20 is a wish of my customer. I think, most vistors won't stay on page one, but will click thru some pages further. The max. number of results shown should be around 1000 hits. Jan