How can I create a line in a WinForms Application?

Add a Label control with a 3D border and with no text then set the height to 2.

var separator = new Label();
separator.BorderStyle = BorderStyle.Fixed3D;
separator.Height = 2;

If you use SysInternals' ZoomIt utility, you can see that this is simply two lines. A dark gray one above a white one. Drawing lines is simple enough with Graphics.DrawLine(), you just need to make sure you pick a dark color that work well with the form's BackColor. That isn't always battleship gray if the user selected another theme. Which makes the GroupBox trick fall flat.

This sample code is serviceable:

    protected override void OnPaint(PaintEventArgs e) {
        Color back = this.BackColor;
        Color dark = Color.FromArgb(back.R >> 1, back.G >> 1, back.B >> 1);
        int y = button1.Bottom + 20;
        using (var pen = new Pen(dark)) {
            e.Graphics.DrawLine(pen, 30, y, this.ClientSize.Width - 30, y);
        }
        e.Graphics.DrawLine(Pens.White, 30, y+1, this.ClientSize.Width - 30, y+1);
    }

Note the use of button1 in this code, there to make sure the line is drawn at the right height, even when the form is rescaled. Pick your own control as a reference for the line.

I too have used the GroupBox hack and it's got the benefit of styling itself based on the OS border theme.

There is also a Line class in the VB Power Packs control collection. There's a few other goodies in there that we've used too.

Edit: Here's my Seperator class for drawing horizontal line using the method mentioned above.

public class Separator : GroupBox
{
    // Methods
    protected override void SetBoundsCore(int x, int y, int width, int height, BoundsSpecified specified)
    {
        base.SetBoundsCore(x, y, width, 3, specified);
    }

    // Properties
    [DefaultValue("")]
    public override string Text
    {
        get
        {
            return string.Empty;
        }
        set
        {
        }
    }
}

One way is to create a group box with no label and height 0 (or is it 1, don't quite remember) - I know I've used that trick before, even if it feels a bit hacky :-)