Coding CUDA with C#?

There is such a nice complete cuda 4.2 wrapper as ManagedCuda.
You simply add C++ cuda project to your solution, which contains yours c# project, then you just add

call "%VS100COMNTOOLS%vsvars32.bat"
for /f %%a IN ('dir /b "$(ProjectDir)Kernels\*.cu"') do nvcc -ptx -arch sm_21 -m 64 -o "$(ProjectDir)bin\Debug\%%~na_64.ptx" "$(ProjectDir)Kernels\%%~na.cu"
for /f %%a IN ('dir /b "$(ProjectDir)Kernels\*.cu"') do nvcc -ptx -arch sm_21 -m 32 -o "$(ProjectDir)bin\Debug\%%~na.ptx" "$(ProjectDir)Kernels\%%~na.cu"

to post-build events in your c# project properties, this compiles *.ptx file and copies it in your c# project output directory.

Then you need simply create new context, load module from file, load function and work with device.

//NewContext creation
CudaContext cntxt = new  CudaContext();

//Module loading from precompiled .ptx in a project output folder
CUmodule cumodule = cntxt.LoadModule("kernel.ptx");

//_Z9addKernelPf - function name, can be found in *.ptx file
CudaKernel addWithCuda = new CudaKernel("_Z9addKernelPf", cumodule, cntxt);

//Create device array for data
CudaDeviceVariable<cData2> vec1_device = new CudaDeviceVariable<cData2>(num);            

//Create arrays with data
cData2[] vec1 = new cData2[num];

//Copy data to device
vec1_device.CopyToDevice(vec1);

//Set grid and block dimensions                       
addWithCuda.GridDimensions = new dim3(8, 1, 1);
addWithCuda.BlockDimensions = new dim3(512, 1, 1);

//Run the kernel
addWithCuda.Run(
    vec1_device.DevicePointer, 
    vec2_device.DevicePointer, 
    vec3_device.DevicePointer);

//Copy data from device
vec1_device.CopyToHost(vec1);