Ages ago, Scott Mitchell wrote the 1st of 6 articles on Data Structures in C#... and now it is finally up (through no fault of Scott's)
Check it out here: http://msdn.microsoft.com/vcsharp/default.aspx?pull=/library/en-us/dv_vstechart/html/datastructures_guide.asp

An Extensive Examination of Data Structures

Part 1: An Introduction to Data Structures

Scott Mitchell
4GuysFromRolla.com

October 2003

Summary: This article kicks off a six-part series that focuses on important data structures and their use in application development. We'll examine both built-in data structures present in the .NET Framework, as well as essential data structures we'll have to build ourselves. This first installment focuses on defining what data structures are, how the efficiency of data structures is analyzed, and why this analysis is important. In this article, we'll also examine the Array and ArrayList, two of the most commonly used data structures present in the .NET Framework.