I'm often asked "Where can I learn more about doing this kind of stuff?", this "stuff" being debugging with WinDBG, understanding how .NET works, looking at dump files and generally figuring out what's gone wrong with .NET applications.

I started assembling this list sometime ago and it is by no means complete. It keeps growing all the time (I have lists coming out of my ears. I squirrel away little nuggets of information, lists and lists of lists. Like any squirrel I spend half my time trying to find these little nuggets again :-).

But here it is anyway.....

Books

Shared Source CLI Essentials
Debugging .NET and Windows Applications
Improving .NET Application Performance and Scalability
Production Debugging for .NET Framework Applications
Advanced Windows Debugging (NEW! late 2007)
Expert .NET 2.0 IL Assembler

A look at Exceptions in .NET Applications
CLR Inside Out: Investigating Memory Issues
Drill Into .NET Framework Internals to See How the CLR Creates Runtime Objects
Root Out Elusive Production Bugs with These Effective Techniques
Windows Debuggers: Part 1: A WinDbg Tutorial
Debug Tutorial Part 1: Beginning Debugging Using CDB and NTSD
Debug Tutorial Part 2: The Stack
Debug Tutorial Part 3: The Heap
Debug Tutorial Part 4: Writing WINDBG Extensions
Debug Tutorial Part 5: Handle Leaks
Debug Tutorial Part 6: Navigating The Kernel Debugger
Debug Tutorial Part 7: Locks and Synchronization Objects
A word for WinDbg

http://blogs.msdn.com/yunjin/
http://blogs.msdn.com/tess/
http://blogs.msdn.com/jmstall/
http://blogs.msdn.com/mvstanton/
http://blogs.msdn.com/cbrumme/
http://blogs.msdn.com/maoni/
http://blogs.msdn.com/toddca/
http://blogs.msdn.com/suzcook/