GetFiles with multiple extensions

Why not create an extension method? That's more readable.

public static IEnumerable<FileInfo> GetFilesByExtensions(this DirectoryInfo dir, params string[] extensions)
{
    if (extensions == null) 
         throw new ArgumentNullException("extensions");
    IEnumerable<FileInfo> files = Enumerable.Empty<FileInfo>();
    foreach(string ext in extensions)
    {
       files = files.Concat(dir.GetFiles(ext));
    }
    return files;
}

EDIT: a more efficient version:

public static IEnumerable<FileInfo> GetFilesByExtensions(this DirectoryInfo dir, params string[] extensions)
{
    if (extensions == null) 
         throw new ArgumentNullException("extensions");
    IEnumerable<FileInfo> files = dir.EnumerateFiles();
    return files.Where(f => extensions.Contains(f.Extension));
}

Usage:

DirectoryInfo dInfo = new DirectoryInfo(@"c:\MyDir");
dInfo.GetFilesByExtensions(".jpg",".exe",".gif");

You can get every file, then filter the array:

public static IEnumerable<FileInfo> GetFilesByExtensions(this DirectoryInfo dirInfo, params string[] extensions)
{
    var allowedExtensions = new HashSet<string>(extensions, StringComparer.OrdinalIgnoreCase);

    return dirInfo.EnumerateFiles()
                  .Where(f => allowedExtensions.Contains(f.Extension));
}

This will be (marginally) faster than every other answer here.
In .Net 3.5, replace EnumerateFiles with GetFiles (which is slower).

And use it like this:

var files = new DirectoryInfo(...).GetFilesByExtensions(".jpg", ".mov", ".gif", ".mp4");