I watched all 50 minutes of Rico Mariani's new Channel9 video which can be found at http://channel9.msdn.com/ShowPost.aspx?PostID=54964.  It's a really excellent summary of the points that Rico has been driving home about getting better perf out of your managed apps on his blog.  There's stuff in here for all levels of performance engineers.  If you are newly tasked with improving the perf of a managed app, start here.  That will give you the overview.   Now, you will want to read this book "Improving .NET Application Performance and Scalability" which is a free download for more details.  Hopefully in the not too distant future, we'll put together a walkthrough on using the Visual Studio profiler to detect Rico's "Midlife Crisis" phenonmenom.