Over the last year of development of my chess engine, much of the time has been spent optimizing my code to allow for better and faster move searching. Over that time I have learned a few tricks that I would like to share with you.
Essentially you can improve your performance in two ways:
Your first problem in code optimization will be measurement. How do you know you have really made a difference? In order to help you with this problem you will need to make sure you can record some statistics during your move search. The ones I capture in my chess engine are:
This will allow you to benchmark and test your changes. The best way to approach testing is to create several save games from the opening position, middle game and the end game. Record the time and number of nodes searched for black and white.
After making any changes I usually perform tests against the above mentioned save games to see if I have made improvements in the above two matrices: number of nodes searched or speed.
To complicate things further, after making a code change you might run your engine 3 times and get 3 different results each time. Let’s say that your chess engine found the best move in 9, 10 and 11 seconds. That is a spread of about 20%. So did you improve your engine by 10%-20% or was it just varied load on your pc. How do you know? To fight this I have added methods that will allow my engine to play against itself, it will make moves for both white and black. This way you can test not just the time variance over one move, but a series of as many as 50 moves over the course of the game. If last time the game took 10 minutes and now it takes 9, you probably improved your engine by 10%. Running the test again should confirm this.
Finding Performance Gains
Now that we know how to measure performance gains lets discuss how to identify potential performance gains.
If you are in a .NET environment then the .NET profiler will be your friend. If you have a Visual Studio for Developers edition it comes built in for free, however there are other third party tools you can use. This tool has saved me hours of work as it will tell you where your engine is spending most of its time and allow you to concentrate on your trouble spots. If you do not have a profiler tool you may have to somehow log the time stamps as your engine goes through different steps. I do not suggest this. In this case a good profiler is worth its weight in gold. Red Gate ANTS Profiler is expensive but the best one I have ever tried. If you can’t afford one, at least use it for their 14 day trial.
Your profiler will surly identify things for you, however here are some small lessons I have learned working with C#:
Make everything private
Whatever you can’t make private, make it sealed
Make as many methods static as possible.
Don’t make your methods chatty, one long method is better than 4 smaller ones.
Representing your chess board as an array  is slower then representing it as an array 
Replace int with byte where possible.
Return from your methods as early as possible.
Stacks are better than lists
Arrays are better than stacks and lists.
If you can define the size of the list before you populate it.
Casting, boxing, un-boxing is evil.
Further Performance Gains:
I find move generation and ordering is extremely important. However here is the problem as I see it. If you evaluate the score of each move before you sort and run Alpha Beta, you will be able to optimize your move ordering such that you will get extremely quick Alpha Beta cutoffs. This is because you will be able to mostly try the best move first.
However the time you have spent evaluating each move will be wasted. For example you might have evaluated the score on 20 moves, sort your moves try the first 2 and received a cut-off on move number 2. In theory the time you have spent on the other 18 moves was wasted.
On the other hand if you do a lighter and much faster evaluation say just captures, your sort will not be that good and you will have to search more nodes (up to 60% more). On the other hand you would not do a heavy evaluation on every possible move. As a whole this approach is usually faster.
Finding this perfect balance between having enough information for a good sort and not doing extra work on moves you will not use, will allow you to find huge gains in your search algorithm. Furthermore if you choose the poorer sort approach you will want to first to a shallower search say to ply 3, sort your move before you go into the deeper search (this is often called Iterative Deepening). This will significantly improve your sort and allow you to search much fewer moves.