I don't know if it makes a performance difference or not, but any fields for which you have explicit default values I personally prefer to assign them in the declarations, as so:
Public Class MyClass
Private pIsDirty As Boolean = False
Private pDated as Date = Now()
End Class
Keep in mind most "simple" types like boolean, integer, etc. auto-default and don't NEED to be initialized, but I show that here as example and sometimes for clarity you want it anyway. Additionally since any classes I write are all for internal use (we don't sell any code objects for public use) I can be assured to the consumer of my classes. So I generally just write a minimal constructor (if a non-default one is needed) that only takes the primary fields, and spin up any additional values with the new With
syntax in VB as so:
Dim myObj = New SomeClass() With { .Prop1 = "value", .Prop2 = Now() }