While playing with Astoria and Silverlight today, I found a problem with the WebRequest Headers.  Luckily, Pablo Castro in the ADO.NET Team at Microsoft was there to set me straight.  I wanted to warn everyone of this bug in case it bites you:

The BrowserHttpWebRequest.Accept property is improperly mapped to another HTTP header.  So both of these examples won’t work the way you expect:

HttpWebRequest req = new BrowserHttpWebRequest(theUri);
req.Accept = "application/json"; // Bugged
req.Headers[HttpRequestHeader.Accept] = "application/json"; // Bugged

To get around this problem, use the weakly typed Header collection:

HttpWebRequest req = new BrowserHttpWebRequest(theUri);
req.Headers["accept"] = "application/json"; // Works

Thanks again Pablo!