The optimization that fulfills your first two bullets is called an [Object Pool](http://en.wikipedia.org/wiki/Object_pool_pattern).  It works by 

1.  creating a pool of objects when the program starts, 
2.  maintaining references to those objects in a list so that they don't get garbage collected, 
3.  handing objects to your program from the pool as needed, and 
4.  returning objects back to the pool when you're done using them.

Thread/process priority can easily be set at runtime.  The [Thread Class](http://msdn.microsoft.com/en-us/library/System.Threading.Thread%28v=vs.110%29.aspx) has methods and properties that allow you to set priority and processor affinity.  The [Process Class](http://msdn.microsoft.com/en-us/library/System.Diagnostics.Process%28v=vs.110%29.aspx) contains similar facilities.