Igor Ostrovsky has a post about 7 tricks to simplify your programs with LINQ.

#1 is pretty cool:

int[] a = Enumerable.Repeat(-1, 10).ToArray();
int[] b = Enumerable.Range(0, 10).ToArray();
int[] c = Enumerable.Range(0, 10).Select(i => 100 + 10 * i).ToArray();

I disagree with #2 - it has serious performance implications.  Go check out the link to see them all...