Building a reliable database of the objects in your world is the key to excellent performance in Direct3D—it is more important than improvements to rasterization or hardware.
You should maintain the lowest polygon count you can possibly manage. Design for a low polygon count, building low-poly models from the start, and add polygons if you feel that you can do so without sacrificing performance later in the development process. Try to keep the total number of polygons in the neighborhood of 2500. Remember, "the fastest polygons are the ones you don't draw."