In my C# app, I would like to know whether it is really important to use short for smaller numbers, int for bigger etc. Does the memory consumption really matter?
The context of the situation is very important here. You don't need to take a guess at whether it is important or not though, we are dealing with quantifiable things here. We know that we are saving 2 bytes by using a short instead of an int.
What do you estimate the largest number of instances are going to be in memory at a given point in time? If there are a million then you are saving ~2Mb of Ram. Is that a large amount of ram? Again, it depends on the context, if the app is running on a desktop with 4Gb of ram you probably don't care too much about the 2Mb.
If there will be hundreds of millions of instances in memory the savings are going to get pretty big, but if that is the case you may just not have enough ram to deal with it and you may have to store this structure on disk and work with parts of it at a time.