I hate EventHandler. I hate that I have to cast the sender if I want to do anything with it. I hate that I have to make a new class inheriting from EventArgs<
As Preet Sangha said, the reason why creating such a delegate would be a bad idea is that other developers could be confused why you doing it in that way.
Using EventHandler delegate is a guideline presented here:
http://msdn.microsoft.com/en-us/library/ms229011.aspx