So far I\'ve been using the C# Mersenne Twister found here to generate random numbers:
http://www.centerspace.net/resources.php
I just discovered SFMT
You can find a C# implementation of SFMT (plus other RNG algorithms) at... http://rei.to/random.html The page and source code comments are in Japanese but you should be able to figure it out.
You can also find a Google-translated version (to English) of the page at... http://translate.google.com/translate?hl=en&sl=ja&u=http://rei.to/random.html