I learned a ton from GameFest. I attended the majority of the XNA track and found out a bunch of cool things. Here is just a few of the options

• Since I'm betting you'll be CPU bound, Send anything you humanly can to the GPU.
• Multithread your application.
• You can either multi-thread by distributing all tasks or say "Thread 4 will do physics"
• Think about what types of calls you're doing. Inlines are the fast but not practical all the time.
• There are tons of examples on the creator's club over at http://creators.xna.com

I'll be creating my own game to learn about XNA and i'll post more about it later on.