The C# Garbage Collector isn't quite like your Java Garbage Collector

In C#, remember the Garbage collector isn't quite like the Java Garbage Collector's in that it still relies on you the owner to explicitly mark certain items as ready for collection.   Some of this is done by calling the dispose method, removing an event listener assignment, unmarshaling and/or unadvising COM objects.

Measure everything!!!

You can't fix what you don't monitor and measure!  Continuous on-demand monitoring is extremely important in the world of performance.  Do yourself a favor and get an APM solution, then review it daily.

Sessions

The session be it user or thread can and should be used to contain information that costs a lot to lookup especially when it is referenced multiple times during the sessions lifecycle.  Just remember to clean it up when you are finished as we don't want any memory leaks.