using System;
using System.Collections.Generic;
using System.Text;
using System.Net;
using System.IO;

namespace thief
{
    class PRogram
    {
        static void Main(string[] args)
        {
           
            try {
                WebClient MyWebClient = new WebClient();

                MyWebClient.Credentials = CredentialCache.DefaultCredentials;//獲取或設置用于對向Internet資源的請求進行身份驗證的網絡憑據。

                Byte[] pageData = MyWebClient.DownloadData("從指定網站下載數據

                string pageHtml = Encoding.Default.GetString(pageData);  //如果獲取網站頁面采用的是GB2312，則使用這句             

                //string pageHtml = Encoding.UTF8.GetString(pageData); //如果獲取網站頁面采用的是UTF-8，則使用這句

                Console.WriteLine(pageHtml);//在控制臺輸入獲取的內容

                using (StreamWriter sw = new StreamWriter("c://test//ouput.html"))//將獲取的內容寫入文本
                {
                    sw.Write(pageHtml);
                }

                Console.ReadLine(); //讓控制臺暫停,否則一閃而過了              
            }

            catch(WebException webEx) {
                Console.WriteLine(webEx.Message.ToString());
            }
        }
    }
}

注：內容轉自菩提樹下的楊過的博客