One of the design goals with Netduino Go was to enable the micros on the modules to do the heavy lifting for native code. So that you can focus on command-and-control logic in your mainboard C# code. We also included a true MiniJTAG (Cortex Debug Port) connection on the mainboard so that you can mix native code into your firmware and debug using a super-inexpensive STLink/V2 JTAG debugger.
All that said, the STM32F405 micro on Netduino Go is several times faster than the 72MHz ARMv4 NXP chips. You will see quite a bit of overhead from the MSIL interpeter (running your C# code) but it should be quite a bit zippier. That chip is a monster. To be specific, 210 DMIPS plus it has a math co-proc on board.
Chris you and your STM's! Although I will agree the F4s are awesome.
BTW - a little off topic but I thought you were leaning towards the Atmel Cortex-M4, but you went with the ST? Not that I'm complaining, I really like the ST stuff.