10 Tips for Writing High-Performance Web Applications By Rob Howard
Performance on the Data Tier
Tip 1-Return Multiple Resultsets
Tip 2-Paged Data Access
Tip 3-Connection Pooling
Tip 4-ASP.NET Cache API
Tip 5-Per-Request Caching
Tip 6-Background Processing
Tip 7-Page Output Caching and Proxy Servers
Tip 8-Run IIS 6.0 (If Only for Kernel Caching)
Tip 9-Use Gzip Compression
Tip 10-Server Control View State
Conclusion
Check this out http://msdn.microsoft.com/msdnmag/issues/05/01/ASPNETPerformance/