Pros and cons of RNGCryptoServiceProvider

Yes, there is only one more. As Charlie Martin wrote System.Random is faster.

I would like to add the following info:

The RNGCryptoServiceProvider is the default implementation of a security standards compliant random number generator. If you need a random variable for security purposes, you must use this class, or an equivalent, but don't use System.Random because it is highly predictable.

For all other uses the higher performance of System.Random, and equivalent classes, are welcome.

A cryptographically strong RNG will be slower --- it takes more computation --- and will be spectrally white, but won't be as well suited to simulations or Monte Carlo methods, both because they do take more time, and because they may not be repeatable, which is nice for testing.

In general, you want to use a cryptographic PRNG when you want a unique number like a UUID, or as a key for encryption, and a deterministic PRNG for speed and in simulation.

System.Random is not thread safe.