From the book: MCTS Self-Paced Training Kit (Exam 70-536): Microsoft® .NET Framework 2.0—Application Development Foundation
Chapter 1: "Framework Fundamentals"
Lesson 1: "Using Value Types" Best Practices: Optimizing performance with built-in types The runtime optimizes the performance of 32-bit integer types (Int32 and UInt32), so use those types for counters and other frequently accessed integral variables. For floating-point operations, Double is the most efficient type because those operations are optimized by hardware.
Also, Table 1-1 in the same section lists recommended uses for each type. Relevant to this discussion: