How to secure .NET managed code and is it worth it?

Unlike .NET applications, unmanaged code compiles to machine code which is far more secure than what we have out of the box in C#/VB.NET. Before for reversed engineering we used debuggers that traced registers, showed API calls, strings and recognized procedures but we had to deal with it in pure assembler. How secure are our applications written in .NET Framework, what can we do to make them more secure and is it worth it?