David Boschmans has three great posts about reviewing code (or, if you read it ahead of time, writing code) with an eye on performance. I've read through them, and learned quite a bit. I know I'll be going back to make some changes to the code I'm writing right now.

Anyway, there's three posts:

Part 1

Part 2

Part 3

One note from his comments. The first tip on page one, about StringBuilder, only applies if you have more than 5 concatenations.