There doesn't seem to be any way as anonymous types derive from object. But I thought I'd ask since much of the time we use anonymous types in simple query expressions to extract subsets of data to be used in those anonymous types we create. It just seems to me they should be structs (value types) for greater memory efficiency vs. reference types.
Thoughts?
No there is no supported C# syntax which will produce anonymous structs
Have you profiled your app and found anonymous types to be the slowest part of it? If so, I suggest you manually create the needed structs and re-test to see if that fixed your problem. Otherwise, I'd spend more time worrying about the business problem at hand and less time typing (like the feature allows).
There seems to be this commonly-held idea that value types are "more efficient" than reference types. This is entirely mythical; they are more efficient for some operations and less efficient for others.
For example, large value types are less efficient compared to reference types if the unit of work you are concerned about is the "copy the value to a new location" work. A reference type copies a pointer-sized reference irrespective of the size of the referred data and therefore copies in a single highly optimized machine instruction. A value type copies the size of the data every single time, which can be quite large and take multiple instructions.
Regardless, anonymous types are solely a convenience feature. If you don't like their performance characteristics, you don't have to use them. You can define your own struct if you'd rather.