Or, pay attention to how you write to the disk. Here is a simple example:

static void Main(string[] args)
{
	var count = 10000000;

	Stopwatch stopwatch = Stopwatch.StartNew();

	using (var stream = CreateWriter())
	using (var bw = new BinaryWriter(stream))
	{
		for (var i = 0; i < count; i++)
		{
			bw.Write(i);
		}
		bw.Flush();
	}
	stopwatch.Stop();
	Console.WriteLine("Binary Writer: " + stopwatch.ElapsedMilliseconds);

	stopwatch = Stopwatch.StartNew();

	using (var stream = CreateWriter())
	{
		for (var i = 0; i < count; i++)
		{
			var bytes = BitConverter.GetBytes(i);
			stream.Write(bytes, 0, 4);
		}
		stream.Flush();
	}
	stopwatch.Stop();
	Console.WriteLine("BitConverter: " + stopwatch.ElapsedMilliseconds);


	stopwatch = Stopwatch.StartNew();

	using (var stream = CreateWriter())
	using (var ms = new MemoryStream())
	{
		for (var i = 0; i < count; i++)
		{
			var bytes = BitConverter.GetBytes(i);
			ms.Write(bytes, 0, 4);

		}
		var array = ms.ToArray();
		stream.Write(array, 0, array.Length);
		stream.Flush();
	}
	stopwatch.Stop();
	Console.WriteLine("Memory stream: " + stopwatch.ElapsedMilliseconds);


	stopwatch = Stopwatch.StartNew(); 
        using (var stream = CreateWriter())
	{
		byte[] buffer = new byte[sizeof(int) * count];
		int index = 0;
		for (var i = 0; i < count; i++)
		{
			buffer[index++] = (byte)i;
			buffer[index++] = (byte)(i >> 8);
			buffer[index++] = (byte)(i >> 16);
			buffer[index++] = (byte)(i >> 24);
		}
		stream.Write(buffer, 0, buffer.Length);
		stream.Flush();
	}
	stopwatch.Stop();
	Console.WriteLine("Single buffer: " + stopwatch.ElapsedMilliseconds);


}

private static FileStream CreateWriter()
{
	return new FileStream(Path.GetTempFileName(), FileMode.Create,
						  FileAccess.Write, FileShare.Read, 0x10000,
						  FileOptions.SequentialScan | FileOptions.WriteThrough);
}

And the results:

Binary Writer: 1877
BitConverter: 1985
Memory stream: 1702
Single buffer: 1022