I just happen to notice that I don't have any links from my blog to some recient MSDN articles I wrote on performance. I want to quickly correct his with this posting.
There is actually a very nice summary page that MSDN created that gathers together all the articles I have written over time. The link is here (a web search of MSDN Vance Morrison will also turn it up).
The two articles I want to call your attention to however are these
CLR Inside Out: Measure Early and Often for Performance, Part 1
CLR Inside Out: Measure Early and Often for Performance, Part 2
These articles are about how most perf problems start very early in the design, and that there is no substitute for knowing how much things cost when doing your design.
There is a nice companion tool that I wrote callled 'MeasureIt' which you get download (free), that allows you to
In fact, I intend I just recently used MeasureIt to measure how expensive the various levels of the CPU cache hierarchy are. (that is how much does a fetch from L1 cost? How much if you miss the L1 Cache but hit the L2 cache? How much more expensive is it when you miss both L1 and L2 and have to go to main memory?). If there is interest I can write a quick blog about that.