Another task I am working on is extensive performance and scalability testing for a large Distributed .Net project. Our approach is to set up tests early to determine load, stress, and scalability metrics, and to test often as work progresses. This helps us to quickly know if our assumptions are correct or if we need to rethink some architectural issues early on rather than later (which can be more costly).
This weekend, I have spent a lot of time with a soon-to-be-released (March, 2004, I believe) gem from the Microsoft Patterns and Practices group, headed by Ron Jacobs, called Improving .NET Application Performance and Scalability. This is the same group that brought a couple of my other favorite Patterns and Practices books: Volume I, Building Secure ASP.NET Applications: Authentication, Authorization, and Secure Communication and Volume II, Improving Web app security: Threats and Countermeasures.
As I mentioned, this book has not been released on the Patterns and Practices site yet as it is still a Beta 1 version. But, the content is excellent so far. There are sections on general performance guidelines for Managed Code, and specific performance information for Interop, Remoting, Enterprise Services, ASP.NET, Web Services, and Data Access. Plus, like the other books above, there are extensive How-To articles such as how to use the CLR Profiler, ACT (Application Center Tester), EIF (Enterprise Instrumentation Framework), SQL Profiler and various other testing tools and tuning parameters.
There is also a WebCast from late November that describes the book and the top 10 performance issues with .Net (highly recommended).