I understand totally. I am just biased towards Delphi to be honest because it's what I use.
If C# is what you prefer than by all means go for it! You won't find many things that you can do with any of the other mentioned languages that you can't do with C# unless you want to start getting to know the windows api. I'm just not a big fan of .Net myself.
For your purposes though it should work just fine.
BTW, if you like C# then Java might fit you well also and it's also cross platform. The above mentioned book is available for Java also. http://www.amazon.com/HTTP-Programming-Recipes-Java-Bots/dp/0977320669 pretty easy to find a download link doing a google search. Only thing I hate about java is swing, not bad using Netbeans though.
Regards..