Well, first of all what does it really mean an application is fast?
Usually it's the impression of the user - which is determined by how quick the UI pops up and how responsive it is.
But how do you get your UI quick and responsive? Well these two excellent articles from the MSDN Magazine give you a good starting point:
Today I worked so hard I even got the code churn percentage over 100! That probably means I changed more than every line of code... or what should this value tell me?

Need to continue to support .NET Fx 1.1 apps but want to use the new Visual Studio 2005 IDE?
The next Power Toys for Visual Studio might help:
MSBuild Extras – Toolkit for .NET 1.1 “MSBee” is an addition to MSBuild that allows developers to build managed applications in Visual Studio 2005 that target .NET 1.1.
Link | Forum
Another interesting Power Toys from the the Developer Solutions Team at Microsoft:
Managed Stack Explorer (MSE) is a lightweight tool that provides a quick and easy way to monitor .NET 2.0 managed processes and their stacks. The ability to view a program’s stack and how it changes over time is an important method in determining reasons for possible errors. MSE provides a simple interface to allow you to monitor multiple processes at once and build periodic stack log files. MSE works by quickly attaching to a process when a stack trace is requested, then detaching the moment the stack trace has been retrieved.
Link (gotdotnet)
Too many passwords? To many places where you keep track of your passwords?
Try this tool:
Today you need to remember many passwords. KeePass is a password manager which helps you to manage your passwords in a secure way. You can put all your passwords in one database, which is locked with one master key or a key-disk..The databases are encrypted using the best and most secure encryption algorithms currently known (AES and Twofish).
Link
Or this one: (this one event has a portable version you can run from USB stick without the need to install it)
Roboform is the top-rated Password Manager and Web Form Filler that completely automates password entering and form filling.
Link
(Thanks to Damir and Torsten for these two tips.)