Last night at the Dallas .NET UG (http://www.ddnug.net/) Corey Smith (http://addressof.com) demoed a between extension method in VB.NET. I threw together this version for C# for your enjoyment 
All it is doing is wrapping the built in Where LINQ method . . .
As you can see that it will work on any type that implements IComparable (http://msdn.microsoft.com/en-us/library/system.icomparable.aspx). IComparable is used in .NET for ordering and sorting, just what we need!
Here is how you would call him:
As you can see there is an optional parameter at the end, so you can select if you want an inclusive or exclusive between (i.e. inclusive says we should return 10 & 20 in the results and exclusive says we should not). I defaulted it to true since that is the behavior of SQL Server (http://msdn.microsoft.com/en-us/library/ms187922.aspx)
Happy coding!