Anything that calls 'new' is creating future garbage, you should always avoid it inside tight loops or in methods that are called many times in a single frame. (But be very careful of using cached instances of things like Lists by just clearing them if you're in a multi-threaded environment.)
You should also try to be aware of utility classes that might be creating garbage behind the scenes. I know in Java the Dictionary classes like HashMap will create container classes for everything you put in them, so if you add and then remove 1000 items from the map you toss 1000 items onto the garbage heap even if you keep the Dictionary instance itself around for re-use.
Code is my medium
Follow my game development experiences with XNA at
http://zenandcode.blogspot.com/