I don't particularly notice any real slowness on ASP website (except http:\\www.asp.net) unless I'm working on development copies (since they're always compiled once you load them for the first time (in a while)
asp controls can be heavy on a page, especially if they use things like the viewstate a lot. In the end it's all output as HTML, so if you want to know how big / small asp is look at some HTML source from asp sites and some from other web development platforms (php, django, ruby, etc) and compare how much junk you see. (Junk can also be related to the person who writes the website, so even PHP websites can be as junk-filled as ASP sites)
Do's and Dont's, dunno, don't use the ViewState too much. And if you notice your website being slow even after it has compiled (so the 2nd time you look at a page and 3rd, and so on) do look at your code and see if you might be doing things you shouldn't?
Yap asp.net will be slower if you can not handle viewstate properly. Heavily loaded Session also decrease the performence. Check individually each control within the form does it required viewstate enabled? Also session time is an importatnt factor. So keep tuning.
So my observation is Viewstate, session management & session time are the vital factors.