In one of Tom Millers books, he recommends knowing the cost of every method you use.
So, I'm wondering how to find out what methods cost to call/use.
Like changing the RenderState, or even just retrieving the the device reference.
Get/Set constructs must be quite cheap...
I've never used one, but is that what a profiler is for (Showing where resources go)

The costs of methods
Reznick
I pulled this from Rico's site;
Frank Hileman
Suddenly you find enormous efficiency gains in the software.
Thats interesting because I've recently been thinking that I'm going to have to learn to write efficient code, because my current computer I work on is a P3 700mhz, 128 RAM machine.
Heh.
What prompted my first post was my thought, I might as well learn to write efficient code from the start, instead of waiting until I'm an advanced programmer then unlearning bad habits.
Looks like code performance is a whole field in itself.
I try to keep in mind the advice: Make it work first, then worry about optomizing it
Mellis27
I found this link just now, and posted it here in the unlikely event that someone would find it useful
http://msdn.microsoft.com/library/default.asp url=/library/en-us/dndotnet/html/fastmanagedcode.asp
naylouvar
CleffedUp
Here's a fun little list I came across recently where all the render state changes were timed. There's nothing official about the list so they are probably driver/card/machine specific for the exact times but it gives you some kind of idea about what is cheap and what is more expensive
http://www.circlesoft.org/pages.php pg=kbasepage&id=12
Toady
Channel 9 Video demonstrating PIX
C++ and PIX profiling
For C#/VB.NET you can use the PixHelper.BeginEvent() and PixHelper.EndEvent() calls.
I hope this helps.
Take care.