General performance tuning advice

Rico Mariani posted a follow up entry to The Performance War -- Win it 5% at a time.
The Performance War: Using counts to help navigate flat performance reports it's about the approach he uses when he has cleared all the big items out of the system and is working in the hard endurance phase of performance tuning. Not only are the current posts good general information his early posts on .net performance are great for understanding how the CLR runs.