Do you need to dispose of objects and set them to null, or will the garbage collector clean them up when they go out of scope?
Always call dispose. It is not worth the risk. Big managed enterprise applications should be treated with respect. No assumptions can be made or else it will come back to bite you.
Don't listen to leppie.
A lot of objects don't actually implement IDisposable, so you don't have to worry about them. If they genuinely go out of scope they will be freed automatically. Also I have never come across the situation where I have had to set something to null.
One thing that can happen is that a lot of objects can be held open. This can greatly increase the memory usage of your application. Sometimes it is hard to work out whether this is actually a memory leak, or whether your application is just doing a lot of stuff.
Memory profile tools can help with things like that, but it can be tricky.
In addition always unsubscribe from events that are not needed. Also be careful with WPF binding and controls. Not a usual situation, but I came across a situation where I had a WPF control that was being bound to an underlying object. The underlying object was large and took up a large amount of memory. The WPF control was being replaced with a new instance, and the old one was still hanging around for some reason. This caused a large memory leak.
In hindsite the code was poorly written, but the point is that you want to make sure that things that are not used go out of scope. That one took a long time to find with a memory profiler as it is hard to know what stuff in memory is valid, and what shouldn't be there.