hitting multiple forums huh? tut tut!
You might be best to test this out yourself.
Could you put a "limit" on the number of rows returned per table?
As for the query, you will have 26 hits to the database. The only other way around that might be to have a union but then you'd need to know that "a_field" is always the same datatype.
Also, what is the benefit of selecting just the first field, why not select * from ...
Could you not display the table names and only show the data (in a pop up, or frame perhaps) if the user clicks on the table name.
If they do all need to be loaded then maybe use iframes
<TABLE width='100%'>
<tr><td>Table 1</td><td><iframe src='getData.php?table=table1'></td></tr>
<tr><td>Table 2</td><td><iframe src='getData.php?table=table2'></td></tr>
</table>
that way each iframe call will have it's own processing space and will load independantly. Won't be any faster or less expensive but might be a better user experience.
Personally, I'd check to see if they really need the data displayed up front and only show if they clicked on the table name.