I found this very handy article on MSDN by Milena Salman, and is really of great help for WinForms Developers.

This article discusses:
- Improving application startup time
- Tuning up control creation and population
- Improving painting performance
- Rendering text and images
- Efficient resource management
The article concludes with Twelve Performance Tips :
- Load fewer modules at startup
- Precompile assemblies using NGen
- Place strong-named assemblies in the GAC
- Avoid base address collisions
- Avoid blocking on the UI thread
- Perform lazy processing
- Populate controls more quickly
- Exercise more control over data binding
- Reduce repainting
- Use double buffering
- Manage memory usage
- Use reflection wisely
Links:
Practical Tips For Boosting The Performance Of Windows Forms Apps
I hope it would be helpful to guys who want to improve their Windows Apps Performance!
Happy Optimization :)