Ya, I know C# isn't as fast as C++, but I'm not sure if the 360 uses pure C# with the CLR (like the XNA), or if the system handles binary compiles from C++ as well.
Ah hell, just start will C++. That's a good base for most programming these days.
Look up
GameDev.net as well. It has tons of articles, forum links, book reviews, and stuff to get you started on your own.