What are the implications of doing this...
this.myButton.Click += new EventHandler(this.myButton_Clicked);
...versus this?
Yes, the second version makes the compiler create an implicit delegate, much like you can specify this.MyMethod instead of new Action(this.MyMethod) or new Action(() => this.MyMethod()).
this.MyMethod
new Action(this.MyMethod)
new Action(() => this.MyMethod())