Looking for help on an (unrelated) MSMQ issue, I found this footnote to one of the posts on Peter Bromberg's blog which I thought was worth sharing: 

And here is a performance issue I didn't know before:

Use Windows Security Sparingly

MSMQ uses the standard Windows security model. You can configure queues to permit only senders and receivers with appropriate security privileges. The tradeoff for including Windows security in messaging is that it takes about 2.5 times as long to send the same messages. By configuring MSMQ not to send the security descriptors associated with the sending application, you can obtain significant performance gains. To configure MSMQ not to send a security descriptor with the message, set the message property
AttachSenderID to False (the default is True).