You can use the SELECT INTO statement to export formatted data to a file.

Data Export with an SQL Query

The following query exports data into a file formatted in comma-separated values (CSV):

SELECT BillingState, Name INTO [csv://Account.txt] FROM [Account] WHERE Industry = 'Floppy Disks'

You can specify other formats in the file URI. The possible delimiters are tab, semicolon, and comma with the default being a comma. The following example exports tab-separated values:

SELECT BillingState, Name INTO [csv://Account.txt;delimiter=tab] FROM [Account] WHERE Industry = 'Floppy Disks'

C#

String connectionString = "User=myUser;Password=myPassword;Security Token=myToken;";

using (SalesforceConnection connection = new SalesforceConnection(connectionString)) {
  SalesforceCommand cmd = new SalesforceCommand("SELECT BillingState, Name INTO [csv://Account.txt] FROM [Account] WHERE Industry = 'Floppy Disks' ", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myUser;Password=myPassword;Security Token=myToken;" 

Using connection As New SalesforceConnection(connectionString)
  Dim cmd As New SalesforceCommand("SELECT BillingState, Name INTO [csv://Account.txt] FROM [Account] WHERE Industry = 'Floppy Disks'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using

You can specify other file formats in the URI. The following example exports tab-separated values:

C#

String connectionString = "User=myUser;Password=myPassword;Security Token=myToken;";

using (SalesforceConnection connection = new SalesforceConnection(connectionString)) {
  SalesforceCommand cmd = new SalesforceCommand("SELECT * INTO [Account] IN [csv://filename=c:/Account.csv;delimiter=tab] FROM [Account] WHERE Industry = 'Floppy Disks'", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myUser;Password=myPassword;Security Token=myToken;" 

Using connection As New SalesforceConnection(connectionString)
  Dim cmd As New SalesforceCommand("SELECT * INTO [Account] IN [csv://filename=c:/Account.csv;delimiter=tab] FROM [Account] WHERE Industry = 'Floppy Disks'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using