The Microsoft Pattern and Practices folks have produced an excellent guide to Improving .NET Application Performance and Scalability with a chapter on Improving XML Performance. If you build .NET Framework applications that utilize XML then you owe it to yourself to take a look at the guidelines in that document. There is also a handy, easily printable XML Performance checklist which can be used as a quick way to check that your application is doing the right thing with regards to getting the best performance for XML applications.

On a similar note, Mark Fussell has posted XmlNameTable: The Shiftstick of System.Xml and XmlNameTable Revisited which provide some tips about how to use the XmlNameTable class to improve processing speed by up to 10% when processing XML documents.