An update on an older posting now that we have LINQ:

string[] input = { "1", "2", "3", "4", "5", "6", "7", "8", "9" };

// old

int[] output = Array.ConvertAll<string, int>(input, delegate(string s) { return int.Parse(s); });

// new

int[] output = Array.ConvertAll(input, s => int.Parse(s));

// even better

input.Select(s => int.Parse(s)).ToArray();

// better yet

input.Select(s => int.Parse(s)).ToList();