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I've read about these features but I don't think I've seen enough to consistently apply them in my coding, eg "This would be better done with a delegate than with my other, outdated approach". I know what they do, but I want more examples of use cases, or want some heuristic to help me think in terms of such features. All the books I've seen either focus only on the basics or just mention the features as part of the language.

Is there any book out there that deals with this? Preferably C# or language agnostic.

+2  A: 

"C# in Depth" book has very good explanation of delegates and lambdas in addition to some other rather advanced topics which applicable to .NET 3.5 and C# 3.0

http://www.manning.com/skeet/

Maksym Kozlenko
... or the second edition, http://manning.com/skeet2 (should be out soonish - and you can get the early access edition now)
Jon Skeet
A: 

I am reading Accelerated C# by Trey Nash. The guy really knows this stuff well.

http://www.amazon.com/Accelerated-C-2008-Trey-Nash/dp/1590598733/ref=sr_1_2?ie=UTF8&s=books&qid=1268880164&sr=8-2

Vishal Seth