Found this on Alex' blog (he posted it in German last week): Microsoft UK has released a document (PDF) titled "The Developer Highway Code" (The drive for safer coding), which covers the following topics:

• Integrating Security into the Lifecycle
• Security Objectives
• Web Application Security Design Guidelines 
• Threat Modelling
• Security Architecture and Design
• Security Code Review
• Security Deployment Review

The document covers v1 and v2 of the .NET Framework, and it does contain useful checklists. Be sure to grab it!