LINQ performance FAQ

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I am trying to get to grips with LINQ. The thing that bothers me most is that even as I understand the syntax better, I don't want to unwittingly sacrifice performance for expressiveness.

Are they any good centralized repositories of information or books for 'Effective LINQ' ? Failing that, what is your own personal favourite high-performance LINQ technique ?

I am primarily concerned with LINQ to Objects, but all suggestions on LINQ to SQL and LINQ to XML also welcome of course. Thanks.

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