I am interested in writing a simplistic navigation application as a pet project. After searching around for free map-data I have settled on the US Census Bureau TIGER 2007 Line
When I gave this answer the question was labeled
"What would be the best way to render a Shapefile (map data) with polylines in .Net?"
Now it is a different question but I leave my answer to the original question.
I wrote a .net version that could draw vector-data (such as the geometry from a shp file) using plain GDI+ in c#. It was quite fun.
The reason was that we needed to handle different versions of geometries and attributes with a lot of additional information so we could not use a commercial map component or an open source one.
The main thing when doing this is establish a viewport and translate/transform WGIS84 coordinates to a downscale and GDI+ x,y coordinates and wait with projection if you even need to reproject at all.