One Microsoft blog I have found particularly useful is Rico Mariani’s Performance Tidbits. Rico is a .NET performance expert, and his thoughtful articles typically offer general thinking points and guidelines for writing high-performance .NET code.
In the process, you end up with a better understanding of the CLR, learn to know features like the garbage collector in intimate detail, and also get the inside scoop on avoiding common pitfalls (hopefully "the easy way!").
I’ve been enjoying his articles since long before I started with Microsoft. I was recently reminded that I wanted to direct you towards his blog when reading his post on tracking down memory leaks that are caused by undisposed objects.
That article also contains links to a number of his other articles on making your .NET code perform. Anyway – check it out!