Quote: "C# is a pretty powerful language, though it's not as fast as C++ and only works on Windows platforms."
Actually, C# as a language is available on a variety of platforms, including Mac OS X and Linux through the open source Mono project. That said, I know of no version of Xna that works on those platforms, as Direct X is not available on them.
Also, I've seen some benchmarks that place managed code written in C# code ahead of equivalent C++ code in certain situations - since everything is JIT compiled it gets pretty fast, and it really comes down to a variety of other, far more complicated and often situation specific factors.