How Do I Insert a Byte[] Into an SQL Server VARBINARY Column

My solution would be to use a parameterised query, as the connectivity objects take care of formatting the data correctly (including ensuring the correct data-type, and escaping "dangerous" characters where applicable):

// Assuming "conn" is an open SqlConnection
using(SqlCommand cmd = new SqlCommand("INSERT INTO mssqltable(varbinarycolumn) VALUES (@binaryValue)", conn))
{
    // Replace 8000, below, with the correct size of the field
    cmd.Parameters.Add("@binaryValue", SqlDbType.VarBinary, 8000).Value = arraytoinsert;
    cmd.ExecuteNonQuery();
}

Edit: Added the wrapping "using" statement as suggested by John Saunders to correctly dispose of the SqlCommand after it is finished with