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I want to start testing my code... are there any good resources about testing code? (what piece of the code should I test?) preferably .NET C#

This is very vague...

There is some interesting theory behind test driven development (TDD) . Check out this example and write down in a spreadsheet the tests you would want to execute before you start coding. It's not perfect but it's a good exercise in analyzing what to test.

http://butunclebob.com/files/...

If the code is already built just be logical. Start by testing the components which can easily be tested (they have easy to define inputs which generates constant outputs).

After you've got comfortable with basic tests, move on to writing them for more complex units of work.

Valgrind