Performance Considerations
Here's a list of performance considerations to keep in mind when considering the move to Managed Code.

• Longer startup times: You application might take longer to startup, when compared to fully unmanaged versions of it or other similar Win32 applications. This is usually due to the loading and starting up of the CLR for the process.
• Heavy numerical computations: If your application does heavy numerical work, it might suffer performance-wise. This is particularly true of applications that rely heavily on floating-point numbers, as the current JIT-compiler in .NET doesn't do as good a job. This will likely improve in the future as the JIT-compiler becomes smarter.
• Avoid having managed virtual methods in __nogc classes, since the dispatching requires a switch to unmanaged code to deal with the unmanaged vtable for each call to a virtual method. This can make the code significantly slower. For non-virtual methods, that doesn't happen, so it's a non-issue.

Please keep in mind this list is neither comprehensive, nor in any particular order. I'll try to add to it as I find anything else to keep in mind.