Ok so I understand about the stack and the heap (values live on the Stack, references on the Heap).
When I declare a new instance of a Class, this lives on the heap, wit
Please see this related question with regard to the Stack and Heap.
In your specific scenario, agreed, if you new up objects in a for-loop then you're going to have sub-optimal performance. Are the objects stored (or otherwise used) within the loop, or are they discarded? If the latter, can you optimize this by newing up one object outside the loop and re-using it?
With regard to can you implement your own GC, there is no explicit delete keyword in C#, you have to leave it to the CLR. You can however give it hints such as when to collect, or what to ignore during collection, however I'd leave that unless absolutely necessary.
Best regards,