I might be late in the game, but how about:
public event Action<MyEvent> EventTriggered = delegate { };
private void Trigger(MyEvent e)
{
EventTriggered(e);
}
Setting the event to an anonymous delegate avoids for me to check to see if the event isn't null.
I find this comes in handy when using MVVM, like when using ICommand.CanExecute Method.