So I've been following PDC this week as much as possible, and came across this gem on
Vance Morrison's Blog.
Slides for our All Day PDC 2008 talks on: Performance By Design
I recommend the Parallel Talk as it is more in depth than mine (they had more than 10 minutes for their presentation

).
Two things to take away:
- You can run your Garbage Collector on a separate thread:
EXE.Config <gcServer enabled="true" />
- Shared state is the enemy!
The ASP.Net slides are good too, and go into great length about caching and IISconfiguration.
-- Alex Moore