If you do want to create something, you can just create a new "instance" of each Update() or Draw() method. Try creating a struct instead of a class. Structures can perform most of the things that classes can (the major limitation being that they cannot inherit from another structure, a class, or anything else, but they can implement interfaces). Moreover, structures live on the stack and not on the heap, so unless you have a reference type, like a string or a class, as a field or property of the structure, you will not generate any trash using a structure. Remember, though, that an array of structures is a reference type (as are all arrays), and thus lives on the heap and counts towards the GC trigger limit whenever created.
Don't use LINQ. It looks cool. It makes your code shorter, simpler, and perhaps even easier to read. However, LINQ queries can easily become a big source of trash. They are fine in your startup code...