Make sure you are releasing all objects correctly and disposing objects you call if they are available... Try to reuse any objects in there you can instead of declaring now objects...
Look into running it as a scheduled task instead of a console app... That way it opens, runs what it needs and closes out....you can set it to do that say every 30 min.... Also you may want to look at if you can run it remotely, perhaps transmit the data via a web service....
Hope this gives you some idea's