===== Just delegate =====

using System;
using System.Windows.Forms;

delegate void DisplayMessage(string message);

public class TestCustomDelegate
{
   public static void Main()
   {
      DisplayMessage messageTarget; 

      if (Environment.GetCommandLineArgs().Length > 1)
         messageTarget = ShowWindowsMessage;
      else
         messageTarget = Console.WriteLine;

      messageTarget("Hello, World!");   
   }      

   private static void ShowWindowsMessage(string message)
   {
      MessageBox.Show(message);      
   }
}

==== Action =====

using System;
using System.Windows.Forms;

public class TestAction1
{
   public static void Main()
   {
      Action<string> messageTarget; 

      if (Environment.GetCommandLineArgs().Length > 1)
         messageTarget = ShowWindowsMessage;
      else
         messageTarget = Console.WriteLine;

      messageTarget("Hello, World!");   
   }      

   private static void ShowWindowsMessage(string message)
   {
      MessageBox.Show(message);      
   }
}

==== Action with anonymous methods ====

using System;
using System.Windows.Forms;

public class TestAnonMethod
{
   public static void Main()
   {
      Action<string> messageTarget; 

      if (Environment.GetCommandLineArgs().Length > 1)
         messageTarget = delegate(string s) { ShowWindowsMessage(s); };
      else
         messageTarget = delegate(string s) { Console.WriteLine(s); };

      messageTarget("Hello, World!");
   }

   private static void ShowWindowsMessage(string message)
   {
      MessageBox.Show(message);      
   }
}

====  Lambda expression to an Action ====

using System;
using System.Windows.Forms;

public class TestLambdaExpression
{
   public static void Main()
   {
      Action<string> messageTarget; 

      if (Environment.GetCommandLineArgs().Length > 1)
         messageTarget = s => ShowWindowsMessage(s); 
      else
         messageTarget = s => Console.WriteLine(s);

      messageTarget("Hello, World!");
   }

   private static void ShowWindowsMessage(string message)
   {
      MessageBox.Show(message);      
   }
}