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postgresql - Sql recursion without recursion

I have four tables

create table entities{
integer id;
string name;
}

create table users{
integer id;//fk to entities
string email;
}

create table groups{
integer id;//fk to entities
}

create table group_members{
integer group_id; //fk to group
integer entity_id;//fk to entity
}

I want to make a query that returns all groups where a user belongs, directly or indirectly. The obvious solution is to make a recursion at the application level. I’m wondering what changes can I make to my data model to decrease the database access and as a result have a better performance.

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In Oracle:

SELECT  group_id
FROM    group_members
START WITH
        entity_id = :user_id
CONNECT BY
        entity_id = PRIOR group_id

In SQL Server:

WITH    q AS
        (
        SELECT  group_id, entity_id
        FROM    group_members
        WHERE   entity_id = @user_id
        UNION ALL
        SELECT  gm.group_id, gm.entity_id
        FROM    group_members gm
        JOIN    q
        ON      gm.entity_id = q.group_id
        )
SELECT  group_id
FROM    q

In PostgreSQL 8.4:

WITH RECURSIVE
        q AS
        (
        SELECT  group_id, entity_id
        FROM    group_members
        WHERE   entity_id = @user_id
        UNION ALL
        SELECT  gm.group_id, gm.entity_id
        FROM    group_members gm
        JOIN    q
        ON      gm.entity_id = q.group_id
        )
SELECT  group_id
FROM    q

In PostgreSQL 8.3 and below:

CREATE OR REPLACE FUNCTION fn_group_members(INT)
RETURNS SETOF group_members
AS
$$
        SELECT  group_members
        FROM    group_members
        WHERE   entity_id = $1
        UNION ALL
        SELECT  fn_group_members(group_members.group_id)
        FROM    group_members
        WHERE   entity_id = $1;
$$
LANGUAGE 'sql';

SELECT  group_id
FROM    group_members(:myuser) gm

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