Rico Mariani has been providing excellent .NET performance advice for quite awhile on his blog. If you don’t know Rico, he’s part of the CLR performance team and I would highly recommend reading his posts. Rico has been so kind as to setup a pair of wikis so that his past blog postings are easier to find (Rico Mariani’s Articles and Recommendations) and allow you to share your own performance tidbits (Classes with Comments). Highly recommended.