Thing to take care when closing application

Hi,
while developing windows application
we generally use: dbconnection, adapter,dataset, public variable etc....
and we close the connection immediately after use.

and i do: command.Dispose and adapter.Dispose too once after the connection is closed.

now i like to know what else i have to follow to clear memory
during the application runtime and while closing the entire application (Exit from app.)

regards,
Thiru.