Larry Osterman posted a blog about optimization http://blogs.msdn.com/LarryOsterman/archive/2004/05/03/125198.aspx.
It simply says”Premature optimization is the root of all evil”!
And I posted an interesting article about optimization in his comment. http://www.flounder.com/optimization.htm. It simply emphasizes the point again.
Know your scenario, measure your scenario, then optimize the bottleneck.