Depends on what you want to do. If what you want to achieve is provided by
changing a property or behavior on System.Net.Htpwebrequest, that you should
use that. I disagree that "fine grained control" always involves going to
socket level. Sometimes it may, but without looking at the particular
requirements of this situation, it is difficult to say if that is the case.

For http client scenarios, HttpWebRequest provides functionality that should
satisfy most users. If it doesnt, please let us know and we can try and
address it in the next version. We want to make this class useful to
developers.