.Any() is generally better to use than .Count() > 0. The reason for this is that if the items you are iterating over is not an ICollection then it will have to iterate the whole list to get the count.
But if the items is an ICollection (which a List is) then it is just as fast or in some cases faster to use Count() (Any() iterates once regardless of underlying type in MS .Net but Mono tries to optimize this to Count > 0 when the underlying items is an ICollection)
A great tool is Reflector, the .Net source code and the Mono source code which allows you to see how things are implemented.