<p>I have come across a lot of optimization tips which say that you should mark your classes as sealed to get extra performance benefits.</p>

<p>I ran some tests to check the performance differential and found none. Am I doing something wrong? Am I missing the case where sealed classes will give better results?</p>

<p>Has anyone run tests and seen a difference?</p>

<p>Help me learn :)</p>

The JITter will sometimes use non-virtual calls to methods in sealed classes since there is no way they can be extended further.
There are complex rules regarding calling type, virtual/nonvirtual, and I don't know them all so I can't really outline them for you, but if you google for sealed classes and virtual methods you might find some articles on the topic.
Note that any kind of performance benefit you would obtain from this level of optimization should be regarded as last-resort, always optimize on the algorithmic level before you optimize on the code-level.
Here's one link mentioning this:
Rambling on the sealed keyword