I've always admired the original uTorrent program. It looked great, was less than 64kb, was extremely fast and had all the features I needed. Unfortunately the program is closed source (and becoming more bloated by the day) so I come to Stackoverflow for inspiration.
What methods do you recommend in writing fast, memory efficient and elegant programs on Windows?
While C# (and the whole .NET concept) are cool ideas I am more interested in 'purist' answers and the challenge of writing efficient, fast software for the Windows platform, much like the original uTorrent client. I don't mind allocating my own memory, doing my own garbage collection and creating my own data structures.
Recommendations on books, articles, libraries, IDEs (even efficient ways of getting more caffeine into my system) welcome.