I remember reading this a while back...dont know if it applies though
Attempting to second-guess the garbage collector is generally a very bad idea. On Windows, the garbage collector is a generational one and can be relied upon to be pretty efficient. There are some noted exceptions to this general rule - the most common being the occurrence of a one-time event that you know for a fact will have caused a lot of old objects to die - once objects are promoted to Gen2 (the longest lived) they tend to hang around.
In the case you mention, you sound as though you are generating a number of short-lived objects - these will result in Gen0 collections. These happen relatively often anyway, and are the most efficient. You could avoid them by having a reusable pool of objects, if you prefer, but it is best to ascertain for certain if GC is a performance problem before taking such action - the CLR profiler is the tool for doing this.
It should be noted that the garbage collector is different on different .NET frameworks - on the compact framework (which runs on the Xbox 360 and on mobile platforms) it is a non-generational GC and as such you must be much more careful about what garbage your program generates.
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