VS 2010 - Speed: WebClient Versus Socket

I make a lot of programs that require an internet connection to download things from the web.At the very beginning, I used WebClient, as I didn't know Socket & how it worked.But now, I use Socket all the time, altough it's more lines of code. It seems to work faster then WebClient.I am interested if this is really true & why WebClient is slower (so is HttpWebRequest) then just a Socket.I've setup 2 threads which starts on the click of a button (WebClient thread starts first), the Socket beats the WebClient by just some milliseconds, but still.Each way has it's advantages & disadvantages, e.g.: if you use Socket, you need to write the header yourself & parse the response header.My question is, which one do you prefer & why ?Do you know why WebClient & HttpWebRequest are slower then Socket, as I assume, WebClient & HttpWebRequest both use tcp to download the things.