C# 3.0 introduces several language extensions that build on C# 2.0 to support the creation and use of higher order, functional style class libraries. The extensions enable construction of compositional APIs that have equal expressive power of query languages in domains such as relational databases and XML.
Buried in the Microsoft MSDN site are some very good videos on many of the new features in C# 3.0. There are four 5-minute segments that demonstrate succinctly how to use new features including extension methods, anonymous types and LINQ. If you’re the least bit curious about what’s new in C#, these videos are for you.