In the Global.asax file, one of the methods available is Application_Start(), which is supposed to run exactly once per Application start. I've heard of people caching data in this method.<BR><BR>Now ...
When a request comes in to your ASP.NET site, it's routed through a series of message handlers (in ASP.NET Web API) or modules (in ASP.NET MVC), each of which performs some operation on the request.