Must Read - Performance
The Ten Rules of Performance
https://www.panopticoncentral.net/articles/946.aspx
and
Improving .NET Application Performance and Scalability
https://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnpag/html/scalenet.asp
My favorite quote:
"If your software does not meet its performance objectives, your application is unlikely to be a success.
If you do not know your performance objectives, it is unlikely that you will meet them"