Profiling Tip #1: release vs. debug

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Don't laugh!  I've seen this happen a few times now.  In the UI , if you are debugging your debug build and then switch to performance tools and push launch, you will be profiling your Debug bits!  Don't do this.  Make sure you have set your configuration to Release and then profile.  Performance data from debug builds is next to useless. 

If you see Debug.Assert() as the top called function in your app, that means you have fallen prey to this pitfall.