For reports, I use the RDLC control.
For everything else, I use the inherent printing objects within .NET.
Edit
The inherent printing objects are all found in the System.Drawing.Printing namespace. When you use the PrintDialog or the PrintPreviewDialog in a WinForms (or WPF) application, it is to these objects that you're turning over control.
The fundamental concept is that you're drawing to the printer. The simplest form of this is:
Sub MyMethod()
Dim x as New PrintDocument
AddHandler x.PrintPage, AddressOf printDoc_PrintPage
x.Print
End Sub
Sub printDoc_PrintPage( sender as Object, e as PrintPageEventArgs)
Dim textToPrint as String= ".NET Printing is easy"
dim printFont as new Font("Courier New", 12)
dim leftMargin as int= e.MarginBounds.Left
dim topMargin as int = e.MarginBounds.Top
e.Graphics.DrawString(textToPrint, printFont, Brushes.Black, leftMargin, topMargin)
End Sub
What's happening here is that when my object (x) is sent the print command, it raises the "PRINT PAGE" event (which is designed to print 1 page at a time). This event then uses the Graphics attribute of the PrintPageEventArgs to draw the relevant string directly to the print spooler.
Here's one tutorial, and a quick Google search for ".NET printing tutorial" returns a bit over 200K results.