Writing web pages is very similar to writing any other type of code. You have to understand how it is going to be used and where you need to really make things run as quickly as possible.
There are a number of tips on this blog already that deal with managed code and ways to optimize it. But one of the things that we don't look at as often are other areas of code that we are dependant on. For example, if you P/Invoke a native function, whatever it is doing, is something that you need to be aware of. Because there is a lot of native functionality that is still available to us, I wanted to remind everyone of some of the tips you can use when dealing with C/C++ code.
A great place to start is with: Tips for Improving Time-Critical Code. While most of these things don't apply to .NET based code, they are all very important when working with native code. Another useful thing to be aware of is what the compiler can do for you. For example, take a look at Optimizing Your Code with Visual C++.
Feel free to add your own tips or pointers here. I'd like to get a good collection going and then I can share that out as well.