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Games are some of the most hardware intensive applications you can run. People program games in C++ for the performance, although there are a few games coming out nowadays written in C#.
This question has been asked before, check the following posts for more details: Viability of C#/.NET as the new standard game dev platform? https://stackoverflow.com/questions/19642/suggested-gaming-platform-to-learn-direct-x-c-open-gl-or-xna