Firstly I understand OpenId is for authentication and OAuth is for authorisation and unlike other questions on the site I am not asking which should be used for which bu
If you are using ASP.NET MVC, DotNetOpenAuth is an excellent solution for supporting OpenID/OAuth sites. StackOverflow is using it, and they are quite picky for the code they use in the site.
The integration if OpenID with DotNetOpenAuth is quite straightforward. I have not tried OAuth, but I don't expect it to be of any less quality.
Unfortunately, Facebook does not support OpenID/OAuth, so you need to use a different solution for it. The one I use is Clarity Consulting's Facebook Developer Toolkit. It works, although I do have certain complaints about the quality of the code; unfortunately I haven't found anything better yet. (Note: If anyone knows a better alternative, by all means let me know)
The basic integration of Facebook Connect with the Facebook Developer Toolkit is also relatively straightforward. However, their object model is somewhat messed up, due to their attempt to stay as close to the Facebook APIs, so the HTTP API patterns are bleeding through a lot. Still, it does the work.
Update: Now that Facebook announced that they'll be supporting OAuth 2.0, DotNetOpenAuth might turn out to be the best solution.