Although more general than some of the other tips, here is mine:
When using a large number of "items", try to avoid creating a control for each one of them, rather reuse the controls. For example if you have 10 000 items, each corresponding to a button, it is very easy to (programatically) create a 10 000 buttons and wire up their event handlers, such that when you enter in the event handler, you know exactly which element you must work on. However it is much more efficient if you create, lets say, 500 buttons (because you know that only 500 buttons will be visible on the screen at any one time) and introduce a "mapping layer" between the buttons and the items, which dynamically reassigns the buttons to different items every time the user does something which would result in changing the set of buttons which should be visible (like moving a scrollbar for example).