The Uri class defaults to RFC 2396. For OpenID and OAuth, I need Uri escaping consistent with RFC 3986.
From the System.Uri class documentation:
This has actually been fixed in .NET 4.5 to work by default, see here.
I just created a new library called PUrify (after running into this issue) which will handle getting this to work for .NET pre 4.5 (works for 3.5) and Mono through a variation of the approach in this post. PUrify doesn't change EscapeDataString but it does let you have Uris with reserved chars which will not be escaped.