How do I keep a label centered in WinForms?

You will achive it with setting property Anchor: None.

Some minor additional content for setting programmatically:

Label textLabel = new Label() { 
        AutoSize = false, 
        TextAlign = ContentAlignment.MiddleCenter, 
        Dock = DockStyle.None, 
        Left = 10, 
        Width = myDialog.Width - 10
};            

Dockstyle and Content alignment may differ from your needs. For example, for a simple label on a wpf form I use DockStyle.None.

Set Label's AutoSize property to False, TextAlign property to MiddleCenter and Dock property to Fill.