Jan Gray from the Microsoft CLR Performance Team wrote a while back on Writing Faster Managed Code: Know What Things Cost. A very nice article to read.
Craig Andera shows HowTo: Write a Self-Installing Service?(Windows Service). Craig’s?solution is pretty sleek. It?basically involves writing an installer class to wrap the actual service class. A step towards hassel-free deployment I say. Ofcourse its limited to Windows Service, but No-Touch Deployment in the .NET Framework has been gaining popularity as well.