Objects will only be stored on the LOH if they are over 85,000 bytes. A large list (especially of structs) will often get allocated here.
However, Dictionary's are less likely, since they're storing an array of buckets, so unless the generate enough buckets so the array becomes >85000 bytes, it's unlikely. A list of 40k elements will be stored on the LOH, even if they're classes (since the object references in each element will cause the list to be 160k on x86, 320k on x64 systems). The individual elements will be on the standard heap, though, so will get compacted, etc.
If you are using a doubly linked list instead of a standard List, it is very unlikely that it will get stored on the LOH. Each element of the list will be small (just a single node with references to the next/previous nodes), so no single object will be >85k bytes.
For details on the LOH, this is a great blog entry.
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