Writing High-Perf. Managed Apps?

If you are writing high-perf. managed applications, all the old-world advice from the days of good old COM is still valid. But you do need to think of a few other things such as how the CLR JIT would change things, or the Exception Handling, or Threading and syncing up, or possibly the GC and Allocation Profiles? While this MSDN article is old (now), it still is excellent Food for Thought when it comes to writing high-perf. apps.