\"Fluent interfaces\" is a fairly hot topic these days. C# 3.0 has some nice features (particularly extension methods) that help you make them.
FYI, a fluent API means
The new HttpClient of the WCF REST Starter Kit Preview 2 is a great fluent API. see my blog post for a sample http://bendewey.wordpress.com/2009/03/14/connecting-to-live-search-using-the-httpclient/