Game loop help!

Hi. I'm trying to make a game that works like most games. A game loop. The thing I don't understand is that C# is commonly said to be a good  game development language. That doesn't make any sense because you can't have a main loop. I tried Application.DoEvents(). I know it's hated by lot's of people so I've came to ask which is the best way to make a game loop?

A lot of loops that involve invalidating does not work well as the program gobbles up all the CPU and it hangs. I tried making some delay but it didn't work. Any idea how to make one?

Thanks in advance.