Right now, I'm using C#, Windows.Forms, and Managed DirectDraw for graphics. DirectDraw is very fast at creating and rendering graphics, it does a good job. It's a little tricky to set up, but performance is much better than System.Drawing.
I do get tons of warnings that my code is using classes which are marked as deprecated, and the built in XML documentation is also drowned out with a big long warning about how DirectDraw is deprecated, blah blah, then finally when you look at the last sentence, there's your actual documentation.
Also, the program is made for a Windows XP machine, and refuses to run on another Windows 7 machine. I have no idea which dependency it doesn't like.
For C#, SDL is a non-starter. There is an SDL library available, but you are restricted to only using the single SDL window that's created, you can't make other windows or controls in that window. There is also a SDL panel control for Windows Forms, but it's a bad joke that draws to the screen by assigning System.Drawing.Bitmap objects.
The one SDL object per form...that is because WinForms is very thinly wrapped MFC/GDI+ and while for very simple UI applications it works great. It is fundamentally limited due to the fact that it is legacy reaching back to the 16bit windows days and is dependent on USER and GDI objects (these are very limited resources) and also has NO hardware acceleration on most machines.
As for DirectDraw... that IS the reason it doesn't work on Windows 7, Microsoft doesn't even ship those libraries to 7 unless they are specifically installed by the user, and why would they! They have Direct2D, a well designed (but currently buggy because it's new) framework. If you're programming .NET and want access to that power just use WPF which is a thinly veiled layer over DirectX10 (with a built in back compatiblity layer for XP) with some basic work already done for you. Why would you waste your time programming on an obsolete (and soon to be removed) component, when there is a fully supported, well documented framework already available!
While I know the OP wasn't interested really in 3D as a C# guy I have to give a shout out to XNA which has some excellent 3d capabilities from a managed language, I wish that MS would allow others to implement XNA as it would be a major boon to linux gaming if they did