>> Here are a few ideas to get high performances:
>> 4) Enlarge winsock buffers
>> 5) Enlarge TWSocket send buffer (BufSize property) to mach actual network
>> packet size. By default BufSize is the size of a standard ethernet 
>> packet.
>>
> What values would you recommend for a 802.11 100Mbps network?

At first glance, a multiple of the physical packet size (MTU).

>> 6) Avoid dynamic memory allocation as much as possible, including long
>> strings and dynamic arrays.
>>
> Why is that?

Memory allocation is a [relatively] slow process and tend to fragment memory 
which makes it even slower. Using FastMM enhance the behaviour but it is 
still there.

Long strings and dynamic array are just dynamic memory allocation whitout 
naming it.

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