How do I return multiple result sets with SqlCommand?

See SqlDataReader.NextResult (an SqlDataReader is returned from calling SqlCommand.ExecuteReader):

Advances the data reader to the next result [set], when reading the results of batch Transact-SQL statements.

Example:

string commandText = @"SELECT Id, ContactId
FROM dbo.Subscriptions;

SELECT Id, [Name]
FROM dbo.Contacts;";


List<Subscription> subscriptions = new List<Subscription>();
List<Contact> contacts = new List<Contact>();

using (SqlConnection dbConnection = new SqlConnection(@"Data Source=server;Database=database;Integrated Security=true;"))
{
    dbConnection.Open();
    using (SqlCommand dbCommand = dbConnection.CreateCommand())
    {
        dbCommand.CommandText = commandText;
        using(SqlDataReader reader = dbCommand.ExecuteReader())
        {
            while(reader.Read())
            {
                subscriptions.Add(new Subscription()
                {
                    Id = (int)reader["Id"],
                    ContactId = (int)reader["ContactId"]
                });
            }

            // this advances to the next resultset 
            reader.NextResult();

            while(reader.Read())
            {
                contacts.Add(new Contact()
                {
                    Id = (int)reader["Id"],
                    Name = (string)reader["Name"]
                });
            }
        }
    }
}

Other examples:

• C# Multiple Result Sets
• Executing a Query That Returns Multiple Result Sets with SqlDataReader : SqlCommand Select « ADO.Net « C# / CSharp Tutorial

Tools like "dapper" make this very easy, regardless of whether you use ad-hoc text queries or stored procedures; for example:

using(var multi = conn.QueryMultiple(sql, args))
{
    var customers = multi.Read<Customer>().AsList(); // first grid
    var regionName = multi.ReadFirstOrDefault<string>(); // second grid
    var addresses = multi.Read<Address>().AsList(); // third grid
    // todo: use those things
}

Individual grids can also be read without buffering (as an open IEnumerable<T> over the reader itself) via the optional parameters to Read[<T>].

Create a Stored Procedure that has multiple selects, and fill the DataSet.

using (SqlConnection conn = new SqlConnection(connection))
{
    DataSet dataset = new DataSet();
    SqlDataAdapter adapter = new SqlDataAdapter();
    adapter.SelectCommand = new SqlCommand("MyProcedure", conn);
    adapter.SelectCommand.CommandType = CommandType.StoredProcedure;
    adapter.Fill(dataset);
    return dataset;
}

The returned dataset will have a DataTable in it's Tables array for each select in the stored procedure.