Vance Morrison posted an interesting opportunity for you to give feedback directly to the CLR perf team on your managed code performance issues.  I encourage you to participate:

If you use managed code, and you care about performance, then we want to hear from you.

We have not yet shipped the next version (what we call Version 4) of the .NET Runtime, however we are 'locked down' enough that at least a few of us on the runtime team are preparing for the version after that (as yet unnamed).   As part of that planning exercise we want YOUR input.    The .NET Performance team wants to know what your 'performance pain points' (is it startup, some throughput scenario, ASP.NET client etc), so we can address your most important issues.

To submit your feedback simply go to the site and fill out the form.   We tried to keep it short and 'low overhead' (we are the performance team after all) .