in SQL2005 you have DMV's (e.g. sys.dm_os_memory_clerks) to followup this kind of info.
e.g. clr-info : http://blogs.msdn.com/sqlclr/archive/2006/03/24/560154.aspx
I wrote this article a couple of years ago (back in 2003) - so I was wondering why I was getting emails on this all of the sudden!
Anyhow - SQL Server 2005 DMV and DMFs are definitely the way to go moving forward.
It was the featured article in the daily newsletter of 2006/04/21.
That's why I tought I just might add a path towards sql2005
Anyway, nice article