I prefer Cryptography.RNGCryptoServiceProvider over the System.Random class
It's great to seed other random number generators, but all the good implementations are orders of magnitude slower than your typical shift register, hash-based or linear congruential random number generator (not to mention the Mersenne Twister, the current champ in amortized speed and sequence length).
Sadly, Crypto is not available on the Xbox, though, so you can't even use it to seed your other RNG :-(