I know most people here don't care about the performance of their .NET apps, (OK, that's a lame joke! Really -- *everyone* should care about the perf of their app) but *if* you did, you'll want to take a look at the latest information from the PAG (Prescriptive Architectural Guidance) group at Microsoft - Improving .NET Application Performance and Scalability. JD & his folk have impressed me in the past with the previous two works. This looks like it will be another classic.
Read it, live it, be it,TTFN - Kent