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;//获取或设置用于对向Internet资源的请求进行身份验证的网络凭据。

                Byte[] pageData = MyWebClient.DownloadData("http://www.163.com");//从指定网站下载数据

                string pageHtml = Encoding.Default.GetString(pageData);  //如果获取网站页面采用的是GB2312，则使用这句             

                //string pageHtml = Encoding.UTF8.GetString(pageData); //如果获取网站页面采用的是UTF-8，则使用这句

                Console.WriteLine(pageHtml);//在控制台输入获取的内容

                using (StreamWriter sw = new StreamWriter("c:\\test\\ouput.html"))//将获取的内容写入文本
                {
                    sw.Write(pageHtml);
                }

                Console.ReadLine(); //让控制台暂停,否则一闪而过了              
            }

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

注：内容转自菩提树下的杨过的博客