Rob Howard has a good article published in the January 2005 issue of MSDN Magazine on High-Performance ASP.NET web applications. It has good reasoning and solid examples of how to do each of the 10 items he highlights. Then, he dispells some common performance myths.

And when you're done with that, read Scott Mitchell's analysis of Rob's article. He says viewstate should be the number one item on the performance list. I, by the way, agree with Scott!