Patterns and practices group has released a series of excellent articles on MSDN that every .NET programmer must read.
There are a number of checklists for those of us, that dont have enough time due to shorter and shorter release cycle dates.
http://msdn.com/securityengineering
I also stronly recommend the book 19 Deadly Sins of Software Security to go with all the information on this site. This book is not .NET specific and is targeted to a larger audience. I just ordered my copy. Hopefully can write more on this once i read though the book.
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