Most people are using VB.net, it's more suited for beginners. Also, afaik, there's no actual benefit from using C# over VB under the dotnet platform, so unless you already know C# I'd go for visual basic.
Most of the examples you'll find from other users here are in VB as well. I think your best bet is to download a few of those, and then to sort of reverse engineer them. Usually what you can do is cannibalize other scripts, or at least use them as a scaffold on which to build your own.
I do remember reading somewhere that C# compiles a tad bit faster than VB (I am not certain but I think David did mention this somewhere..??), but its very marginal. I wonder though if that tad bit gets multiplied and amplified when you deal with large amounts of data..
But in terms of compatibility with most of the other user's scripts, or for that matter if you are a migrant from RhinoScript like some of us are, you'd find VB more familiar ground than C#. If you are a beginner, you might also consider that if you decide to use processing or MEL or Java or ActionScript or C++ at some point, C# shares higher syntactical commonalities.