Which is fastest interprocess communication(WM_COPYDATA vs Winsock vs .NET Remoting)

I'd look at named pipes if you are using  latest .NET (http://msdn.microsoft.com/en-us/library/system.io.pipes.aspx and http://msdn.microsoft.com/en-us/library/bb762927.aspx).  Faster than TCP on same machine and named pipes can also be used across machines.

If you use WCF you can configure which transport is used (HTTP, TCP, named pipes).

Thanks for the comment but when pipes is used across machines, the performance might suffer based on what i have read(http://msdn.microsoft.com/en-us/library/ms187892.aspx). That is why I didn't included pipes as my choice. As of now I am trying to find something that perfoms best either in the same or across machines.

I think implementing WCF may take time in implementing because i need to study it from scratch..
is there other recommendations?

Since I don't know anything about your app, I cannot recommend what would be best.  I can only say that pipes are much better between local processes, which is your first target.  They are also not bad on a decent network with reasonable data volumes.  They are not best for high-volume server apps.

WCF, while it does have a learning curve, is also very powerful if your app needs the flexibility.

Otherwise, TCP is a solid choice and reasonably straightforward to implement.

Even the MS article you refernce concedes that:

"Generally, TCP/IP is preferred in a slow LAN, WAN, or dial-up network, whereas named pipes can be a better choice when network speed is not the issue, as it offers more functionality, ease of use, and configuration options."

That does not sound like a compelling argument to avoid pipes just because a network is involved.

But again, you know the requirements of your app and I do not.  I just now I have used pipes quite successfully.  I have also used TCP and even UDP quite successfully, and the right choice does depend on the exact nature of the application.

I am developing a multithreaded client-server application(running Vista) which communicates via HTTP Request using HTTPListener/HTTPWebRequest. The server(which is the focus of my question) will be having different modules. I want these modules to communicate with each other using the fastest IPC but I can't figure out which of them are best in terms of speed. These modules reside in the same machine and be in different machines in the future.

I am really confused between those IPC mechanisms, and don't know which would be the best for me to use. Is named pipes still your recommendation for my application? How about remoting?

I think you're probably needlessly confused.  You can probably use any of:

1) Named Pipes
2) TCP
3) TCP remoting
4) WCF configured for named pipes within the machine and TCP for remote operation

with success.  I'd start with the one you are most confortable with and check performance.  Remotring and WCF are only options if you are communicating via .NET objects.  If you've got some custom protocol that you want or need to use then you've got to do that yourself over a pipe or socket.

Thanks for the help, i will try to check out on these named pipes first.
But still not so satisfied with the solution though..I also found out about the Named pipe version .Net Remoting using Channel.Ipc...have any idea on it?

Ok thank you for the suggestion regarding WCF.I may consider it.

Overall, thanks for the answers. It is very well explained.

Very Nice! Thanks for the help!