I'm slightly embarrassed to admit that I've been developing .NET applications since the very first beta was released, but today was the first day that I used the CLR Profiler. Somehow I had never heard of it before, but wow, it's amazing! Every developer should run this on their app at least once to pick off the low hanging performance fruit.
It's a free download available from MSDN. There are good tutorials available here and here. Take a few minutes to check it out if you haven't already. I can almost guarantee that you'll learn something interesting.