A couple of things I'm reading

Writing Faster Managed Code: Know What Things Cost : http://msdn.microsoft.com/en-us/library/ms973852.aspx

Writing High-Performance Managed Applications : A Primer : http://msdn.microsoft.com/en-us/library/ms973858.aspx

Chapter 5 - Improving Managed Code Performance : http://msdn2.microsoft.com/en-us/library/ms998547.aspx