.NET is the new direction for all MS apps, supposedly T-SQL. This will mean that T-SQL will support inheritence, encapsultion, etc. Not sure how that will work, but supposedly T-SQL will become a .NET server and you will be able to code in any .NET languange inside SQL. Again, I can't really imagine how this will work, but that's what I've heard from a few peoplea t MS.
In terms of underscores, you can use them, but MS is recommending you do not for .NTE languages (VB.NET, c#.net).
Steve Jones