Do not use locks in the main transaction flow because they cause context switches, and therefore latency and unpredictable jitter.
Never have more threads that need to run than you have cores available.
Set affinity of threads to cores, or at least sockets, to avoid cache pollution by avoiding migration. This is particularly important when on a server class machine having multiple sockets because of the NUMA effect.
Ensure uncontested access to any resource respecting the Single Writer Principle so that the likes of biased locking can be your friend.
Keep call stacks reasonably small. Still more work to do here. If you are crazy enough to use Spring, then check out your call stacks to see what I mean! The garbage collector has to walk them finding reachable objects.
Do not use finalizers.
Keep garbage generation to modest levels. This applies to most JVMs but is likely not an issue for Zing.
Ensure no disk IO on the main flow.
Do a proper warm-up before beginning to measure.
Do all the appropriate OS tunings for low-latency systems that are way beyond this blog. For example turn off C-States power management in the BIOS and watch out for RHEL 6 as it turns it back on without telling you!
Macro-benchmarking is much more valuable than micro-benchmarking.
Amazing results are achieved by truly agile companies, staffed by talented individuals, who are empowered to make things happen. Make sh*t happen is more important than following a process.