Yes. If you convert your pages to .Net you will see a performance increase anywhere from 100% to 400%+ (this seems to be the range most often given). The pages will almost certainly need more than just a change from .asp to .aspx, but the changes could be small.
You can run .asp pages in the .Net platform, but the pages are not precompiled so you don't get the performance increase. You only get the increase for code that is between the <script>...</script> tags of ASP. Any classic ASP tags <%...%> will work, but they will not be compiled.
The SQL Server database get a huge performance boost with the Managed Providers. The SQL Managed Provider is used only for interacting with SQL Server (7.0 and up) and provide a much quicker way to communicate with SQL Server. Other databases will need to use the OLE DB Managed Provider.
I bounced around a little, but the benefits of .Net are very strong.
Joe