Using better hardware will probably be the most cost efficient way to increase file writing efficiency. There is a paper from Microsoft research that will answer most of your questions: Sequential File Programming Patterns and Performance with .NET and the downloadable source code (C#) if you want to run the tests from the paper on your machine.
In short:
- The default behavior provides excellent performance on a single disk.
- Unbufffered IO should be tested if you have a disc array. Could improve write speed with a factor of eight.
This thread on social.msdn might also be of interest.