In doing research for our 70-330 and 70-340 exam simulation products, I've come across several good MSDN articles and links covering secure coding guidelines for the .NET Framework. Here's the list:
General
Security Developer Center
Understanding Security
Writing Secure Code
Securing Applications
Tools and Utilities
Security Code Samples
.NET Samples - How To: Security
.NET Remoting Security
ASP.NET
ASP.NET Web Application Security
Security Considerations for ASP.NET Applications
Improving Web Application Security: Threats and Countermeasures
ADO.NET
Writing Secure ADO.NET Code
Here's a few non-Microsoft links that I've found regarding .NET security information:
Jason Row's 70-330 Study Guide
A .NET Developer's Guide to Windows Security by Keith Brown
This list is by no means comprehensive, and I'll be making changes/updates as I find new information. Please let me know if you have any other links that should be listed here.