Earlier this year we released a series of training videos, one of which was my own on CLR Performance Tips. We did a followup Q&A session in the form of an online chat -- I've been waiting for it to be added to the video page (previous link) like the others but looks like it never was added.  However I just discovered that the chat transcript was posted back in June, here is the link to the transcript:

Chat Transcript: Designing .NET Class Libraries: CLR Performance Tips (March 09, 2005)

As I recall it was pretty well attended, if there is interest in doing another one like this I can set them up with comparative ease -- but it'll have to wait until after PDC.