The summary from :
In this video Rico Mariani talks about CLR Performance.
[Microsoft Download Center]
Rule#1 : Measure - measure your application "premature optimizations - The root of all evil" are always wrong but it's not an excuse for not doing it at all or doing it at the end of the project.
Rule#2: Do your homework, understand how stuff works underneath, you are building buildings, it is vital to know how raw materials work.
Budget - This is the contract part, know what the customer must have and what's he doesn't need.
Plan - This is the risk mangment part- validate you design against the budget.
Verify - Measure your final results
and finally BLOG about it, so people will benefit from your wisdom.