Saurabh Gupta is a program manager on the connected frameworks team at Microsoft. That's the team that was combined from the WF and WCF teams. We just published his A Performance Comparison of Windows Communication Foundation (WCF) with Existing Distributed Communication Technologies.
Recall that we already have a WF performance paper published, Performance Characteristics of Windows Workflow Foundation.
And if you're reading that, you might want to read Performance Tips and Tricks in .NET Applications.