I am going to WinDev this year to give 2 performance talks. Check out:

http://butrain.bu.edu/windev/track2.asp (it's from Oct 25 to 29)

Below is the description:

C5 - CLR Performance
Write faster managed code! Learn about performance engineering, tools and issues specific to managed code including: garbage collection (GC), managed code deployment and common managed code pitfalls. The session also covers some of the performance improvements scheduled for the next version of the CLR.

C9 - CLR Interoperability Performance
Learn about the different types of interoperability supported by the CLR and the basic performance guidelines associated with each. Topics include: pinvoke performance issues, reverse pinvoke performance issues, and COM interop performance issues.

Hope to see you there!