What would be the fastest way to concatenate three files in C#?

I support Mehrdad Afshari on his code being exactly same as used in System.IO.Stream.CopyTo. I would still wonder why did he not use that same function instead of rewriting its implementation.

string[] srcFileNames = { "file1.txt", "file2.txt", "file3.txt" };
string destFileName = "destFile.txt";

using (Stream destStream = File.OpenWrite(destFileName))
{
    foreach (string srcFileName in srcFileNames)
    {
        using (Stream srcStream = File.OpenRead(srcFileName))
        {
            srcStream.CopyTo(destStream);
        }
    }
}

According to the disassembler (ILSpy) the default buffer size is 4096. CopyTo function has got an overload, which lets you specify the buffer size in case you are not happy with 4096 bytes.

If your files are text and not large, there's something to be said for dead-simple, obvious code. I'd use the following.

File.ReadAllText("file1") + File.ReadAllText("file2") + File.ReadAllText("file3");

If your files are large text files and you're on Framework 4.0, you can use File.ReadLines to avoid buffering the entire file.

File.WriteAllLines("out", new[] { "file1", "file2", "file3" }.SelectMany(File.ReadLines));

If your files are binary, See Mehrdad's answer

void CopyStream(Stream destination, Stream source) {
   int count;
   byte[] buffer = new byte[BUFFER_SIZE];
   while( (count = source.Read(buffer, 0, buffer.Length)) > 0)
       destination.Write(buffer, 0, count);
}


CopyStream(outputFileStream, fileStream1);
CopyStream(outputFileStream, fileStream2);
CopyStream(outputFileStream, fileStream3);