One of the most frequent cause of problems in Sharepoint developement is when developers don't call Dispose() (specially when they traverse collections of objects).

My reference for this was this excellent whitepaper from Scott Harris and Mike Ammerlaan ; to summarize, call Dispose() all the time except when the object comes from the context (ex SPContext.Web), because Sharepoint will take care of it.

However the following article from Roger Lamb shows that it is a bit more complex.