If I want to use DirectX in my Visual C# or Visual Basic.Net project, I must use SlimDX? Is SilmDX is the one choice?(exclude XNA). Can I just load the DirectX's dll and directly use the functions and classes in DLL? Can Visual Basic.Net use XNA to render? How to achieve this goal?(by dll)

To this issue all is just said above - i prefer and recommend SlimDX -
Have a look on MS-history to MDX:
VS 2003 - MDX - Full interegration with MSDN and all you wish or want, syntax highlighter für shader , etc pp.... rly nice - so far.
VS 2005 - MS pretend to work on MDX 2.0 - what does we get? a bunch of sh...
No syntax highligthing for shader any more - no integrated help.
To this time MDX was obviously dead.
Now MS has something overcharged called XNA ....
... i dont wanna have a technology or api which change every few years.
What about next 1-2 years ? We may get something like directx12 ....

Another new api ?
no - thank you :D