Don't forget that the size of an actual object doesn't include the size of any objects it references.
The only things which are likely to end up on the large object heap are arrays and strings - other objects tends to be relatively small in themselves. Even an object with (say) 10 reference type variables (4 bytes each on x86) and 10 GUIDs (16 bytes each) is only going to take up about 208 bytes (there's a bit of overhead for the type reference and sync block).
Likewise when thinking about the size of an array, don't forget that if the element type is a reference type, then it's only the size of the references that count for the array itself. In other words, even if you've got an array with 20,000 elements, the size of the array object itself will only be just over 80K (on x86) even if it references a lot more data.
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