If you use Shared members in .NET or modules in VB6, you reduce COM+ context overhead without any risk whatsoever that you will get extra context overhead for that code. You also release yourself from the clean-up burden that you have in both worlds. Instead of the VB6 consumer code:
Dim obj As MyServer.MyComponent
Set obj = CreateObject("MyServer.MyComponent")
Set obj = Nothing
It's as simple as this:
Perhaps you don't think that this tip results in good object orientation? Well, if a method doesn't need any instance state, then why should you use an instance? I don't think you should, unless you don't need to remote the method on its own. Ask a Java friend if they think Static methods are useful. The odds are that the answer will be "yes".