Know your language

If you are still doing the following:

Then know that since C# 1.0 you could write it as:

for (int i = 0; (i < CommandCollection.Length); i++)
{
    //...
}

or you could enumerate over the collection, in this case CommandCollection is an array of SqlCommand:

foreach (SqlCommand cmd in CommandCollection)
{
    //...
}

Or you could use a ForEach action:

Array.ForEach(CommandCollection, cmd => 
{ 
    //...
});

@KiwiPiet