Preface: This comment is intended to address the answer provided by okutane regarding the performance difference between jagged arrays and multidimensional ones.
The assertion that one type is slower than the other because of the method calls isn't correct. One is slower than the other because of more complicated bounds-checking algorithms. You can easily verify this by looking, not at the IL, but at the compiled assembly. For example, on my 4.5 install, accessing an element (via pointer in edx) stored in a two-dimensional array pointed to by ecx with indexes stored in eax and edx looks like so:
sub eax,[ecx+10]
cmp eax,[ecx+08]
jae oops //jump to throw out of bounds exception
sub edx,[ecx+14]
cmp edx,[ecx+0C]
jae oops //jump to throw out of bounds exception
imul eax,[ecx+0C]
add eax,edx
lea edx,[ecx+eax*4+18]
Here, you can see that there's no overhead from method calls. The bounds checking is just very convoluted thanks to the possibility of non-zero indexes, which is a functionality not on offer with jagged arrays. If we remove the sub, cmp, and jmps for the non-zero cases, the code pretty much resolves to (x*y_max+y)*sizeof(ptr)+sizeof(array_header). This calculation is about as fast (one multiply could be replaced by a shift, since that's the whole reason we choose bytes to be sized as powers of two bits) as anything else for random access to an element.
Another complication is that there are plenty of cases where a modern compiler will optimize away the nested bounds-checking for element access while iterating over a single-dimension array. The result is code that basically just advances an index pointer over the contiguous memory of the array. Naive iteration over multi-dimensional arrays generally involves an extra layer of nested logic, so a compiler is less likely to optimize the operation. So, even though the bounds-checking overhead of accessing a single element amortizes out to constant runtime with respect to array dimensions and sizes, a simple test-case to measure the difference may take many times longer to execute.
