[c#] What's the difference between SortedList and SortedDictionary?

Here is a tabular view if it helps...

From a performance perspective:

+------------------+---------+----------+--------+----------+----------+---------+
| Collection       | Indexed | Keyed    | Value  | Addition |  Removal | Memory  |
|                  | lookup  | lookup   | lookup |          |          |         |
+------------------+---------+----------+--------+----------+----------+---------+
| SortedList       | O(1)    | O(log n) | O(n)   | O(n)*    | O(n)     | Lesser  |
| SortedDictionary | O(n)**  | O(log n) | O(n)   | O(log n) | O(log n) | Greater |
+------------------+---------+----------+--------+----------+----------+---------+

  * Insertion is O(log n) for data that are already in sort order, so that each 
    element is added to the end of the list. If a resize is required, that element
    takes O(n) time, but inserting n elements is still amortized O(n log n).
    list.
** Available through enumeration, e.g. Enumerable.ElementAt.

From an implementation perspective:

+------------+---------------+----------+------------+------------+------------------+
| Underlying | Lookup        | Ordering | Contiguous | Data       | Exposes Key &    |
| structure  | strategy      |          | storage    | access     | Value collection |
+------------+---------------+----------+------------+------------+------------------+
| 2 arrays   | Binary search | Sorted   | Yes        | Key, Index | Yes              |
| BST        | Binary search | Sorted   | No         | Key        | Yes              |
+------------+---------------+----------+------------+------------+------------------+

To roughly paraphrase, if you require raw performance SortedDictionary could be a better choice. If you require lesser memory overhead and indexed retrieval SortedList fits better. See this question for more on when to use which.

You can read more here, here, here, here and here.

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What's the difference between SortedList and SortedDictionary?