David,

> A lot of people say that Data is native to the CLR

Native data handling is a matter of interpretation. ADO support is built into the BCL, to any .Net language it would appear as a native solution in a similiar fashion to MFC's ODBC support.

> And the CLR also has a command expansion as far as I know.

You can again use the BCL System.Reflection.Emit Namespace in conjuntion with classes such as MethodBuilder, LocalBuilder and ILGenerator. This is not exactly inline command expansion but the end result is pretty much the same, dynamic runtime code generation.