How can I code a program in C# that can check for replies to my Stack Exchange questions and send me instant e-mail alerts when new replies are posted?
It'd be great if all users' activity here went directly to their e-mail.
Yes. Grab the HTTP page https://stackoverflow.com/users/recent/92735/?sort=responses and scrape it.
The advantage to this method is that you don't have to get the RSS address and add it to your monitoring program every time you ask a question - this monitors all your questions.
This page is updated whenever someone adds an answer or comment to any of your questions, as well as comments on any of your answers. You can parse out the type of response (answer to question, comment on question, comment on response) as well.
The other activity pages can be similarly scraped:
Right now SO implements email notification if you haven't visited the site recently, and activity occurs, but if you want SO to do this daily, you'll need to open a suggestion on http://stackoverflow.uservoice.com/ .
An RSS feed is definitely the way to go. Your personal user-specific RSS feed is here:
I've created a Firefox Microsummary Generator for the recent activity page that can create a bookmark live title like this:
4,402 R:10 A:1 C:2 E:0 B:0