I recommend reading the Microsoft Patterns and Practices book called "Improving .NET application Performance and Scalability". Here's the online version of the book.
There is a great deal of methodologies that needs to be followed before jumping into code improvement and that's why I recommend reading the book. But here are a few random programming advices related to Microsoft technologies that I would like to share as a preview; those were taken off or derived from the book:
Of course there is more much of it. The "Code Review" section is also a good source of facts you want to be aware of.
The book is a little old but hopefully this information will still incite you to take a look at it.