Well, look at what I have found:

http://msdn.microsoft.com/en-us/library/ff647802.aspx

...especially in the Boxing section:

"Excessive boxing often occurs where you use collections that store System.Object types. Consider using an array or a custom-typed collection class instead."

So, the usage of an array seems to be recommanded. This is like the issue with the StringBuilder that I had to change recently with a string to avoid a heap.

Anyone can provide feedback on this and if this makes sense?