When developing for the SharePoint platform, developers should be very careful in using the SharePoint API in order to avoid memory leaks in a production SharePoint farm. Roger Lamb has written a great post that shows a series of examples where code can lead to memory leaks and best practices on how to avoid them. Definitely, a must read for all SharePoint developers.
Another suggestion I leave before deploying any custom development into a SharePoint farm, is to use a stress tool on your SharePoint web site. I recommend using Microsoft Web Application Stress Tool and take a good look into the IIS Application Pool Processes (w3wp.exe) memory consumption in order to ensure they remain stable (you should have one w3wp.exe process for each application pool).
