There were a lot of question on good reference material for .NET (books and online). Here is a consolidated list of resources I am aware of. If anyone knows of more stuff – please do feel free to suggest in the comments.
http://msdn.microsoft.com/msdnmag/issues/05/05/JITCompiler/
http://msdn.microsoft.com/msdnmag/issues/05/04/NGen/default.aspx
http://msdn.microsoft.com/msdnmag/issues/06/05/CLRInsideOut/
http://msdn.microsoft.com/msdnmag/issues/1100/GCI/default.aspx
http://msdn.microsoft.com/msdnmag/issues/1200/GCI2/default.aspx
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dndotnet/html/dotnetGCbasics.asp
this link is broken as of now – I will update the post if I get the new location – but I will strongly recommend you to follow Rico's blog for GC and performance details.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpguide/html/cpconcleaningupunmanagedresources.asp
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpguide/html/cpconprogrammingessentialsforgarbagecollection.asp
http://www.thecodeproject.com/csharp/gcresdealloc.asp
http://support.microsoft.com/default.aspx?scid=kb;en-us;317866
http://weblogs.asp.net/pwilson/archive/2004/02/20/77429.aspx
http://blogs.msdn.com/maoni/archive/2004/09/25/234273.aspx
https://blogs.msdn.com/yunjin/archive/2004/01/27/63642.aspx
http://www.netfx3.com/
http://msdn.microsoft.com/msdnmag/issues/01/05/com/